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The orthogonal flows for orthogonal iteration.
- Source :
-
Linear Algebra & its Applications . Dec2023, Vol. 679, p67-85. 19p. - Publication Year :
- 2023
-
Abstract
- In the field of scientific computation, orthogonal iteration is an essential method for computing the invariant subspace corresponding to the largest r eigenvalues. In this paper, we construct a flow that connects the sequence of matrices generated by the orthogonal iteration. Such a flow is called an orthogonal flow. In addition, we show that the orthogonal iteration forms a time-one mapping of the orthogonal flow. A generalized orthogonal flow is constructed that has the same column space as the orthogonal flow. By using a suitable change of variables, the generalized orthogonal flow can be transformed into the solution of a Riccati differential equation (RDE). Conversely, an RDE can also be transformed into a flow that can be represented by a generalized orthogonal flow. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00243795
- Volume :
- 679
- Database :
- Academic Search Index
- Journal :
- Linear Algebra & its Applications
- Publication Type :
- Academic Journal
- Accession number :
- 173051671
- Full Text :
- https://doi.org/10.1016/j.laa.2023.09.002