Convergence of the Newton--Kantorovich Method for Calculating Invariant Subspaces |
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| Authors: | Yu M Nechepurenko M Sadkane |
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| Institution: | 1. Institute of Computational Mathematics, Russian Academy of Sciences, Moscow
2. Université de Bretagne Occidentale, France
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| Abstract: | We propose a version of the Newton--Kantorovich method which, given a nondegenerate square n X n matrix and a number m<n, allows us to calculate the invariant subspace corresponding to its smallest (in modulus) eigenvalues. We obtain estimates of the rate of convergence via an integral criterion for circular dichotomy. |
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