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 language | English (US) |
---|---|
Pages (from-to) | 103-122 |
Number of pages | 20 |
Journal | SIAM Journal on Matrix Analysis and Applications |
Volume | 37 |
Issue number | 1 |
DOIs | |
State | Published - 2016 |
Bibliographical note
Publisher Copyright:Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.
Keywords
- Convergence theory
- Density functional theory
- Eigenvalue problems
- Subspace iteration
- Subspace tracking