The SVD, Eigenproblem, and Invariant Subspaces: Algorithms
These papers form a sample of Stewart’s work on algorithms for the eigenvalue problem, in particular computing selected invariant subspaces and corresponding eigenvalues and eigenvectors of both Hermitian and non-Hermitian matrices. We also include some contributions to the SVD. Algorithms for the generalized nonsymmetric eigenproblem, in particular the QZ algorithm, are discussed in Sect. 9.2.
KeywordsSingular Value Decomposition Invariant Subspace Jordan Block Block Diagonalization Singular Subspace
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