Eigendecomposition algorithms solving sequentially quadratic systems by Newton method

抄録

In this paper, we design new algorithms for eigendecomposition. With the help of the Newton iterative method, we solve a nonlinear quadratic system whose solution is equal to an eigenvector on a hyperplane. By choosing normal vector of the hyperplane in the orthogonal complement of the space spanned by already obtained eigenvectors, all eigenpairs are sequentially obtained by solving the quadratic systems.

収録刊行物

  • JSIAM Letters

    JSIAM Letters 1 (0), 40-43, 2009

    一般社団法人 日本応用数理学会

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