Newton's method for the common eigenvector problem |
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Authors: | Abdellatif El Ghazi Said El Hajji Luc Giraud Serge Gratton |
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Affiliation: | aFacultés des Sciences, Université Mohammed V-Agdal, Rabat, Morocco;bCERFACS, 42 av. Gaspard Coriolis, 31057 Toulouse, Cedex, France |
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Abstract: | In El Ghazi et al. [Backward error for the common eigenvector problem, CERFACS Report TR/PA/06/16, Toulouse, France, 2006], we have proved the sensitivity of computing the common eigenvector of two matrices A and B, and we have designed a new approach to solve this problem based on the notion of the backward error.If one of the two matrices (saying A) has n eigenvectors then to find the common eigenvector we have just to write the matrix B in the basis formed by the eigenvectors of A. But if there is eigenvectors with multiplicity >1, the common vector belong to vector space of dimension >1 and such strategy would not help compute it.In this paper we use Newton's method to compute a common eigenvector for two matrices, taking the backward error as a stopping criteria.We mention that no assumptions are made on the matrices A and B. |
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Keywords: | Newton's method Common eigenvector Backward error |
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