Analysis of subspace iteration for eigenvalue problems with evolving matrices

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Abstract

The subspace iteration algorithm, a block generalization of the classical power iteration, is known for its excellent robustness properties. Specifically, the algorithm is resilient to variations in the original matrix, and for this reason it has played an important role in applications ranging from density functional theory in electronic structure calculations to matrix completion problems in machine learning, and subspace tracking in signal processing applications. This note explores its convergence properties in the presence of perturbations. The specific question addressed is the following.

Original languageEnglish (US)
Pages (from-to)103-122
Number of pages20
JournalSIAM Journal on Matrix Analysis and Applications
Volume37
Issue number1
DOIs
StatePublished - 2016

Bibliographical note

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Keywords

  • Convergence theory
  • Density functional theory
  • Eigenvalue problems
  • Subspace iteration
  • Subspace tracking

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