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Error analysis of Padé iterations for computing matrix invariant subspaces

Research paper by Zhenyue Zhang, Rui He

Indexed on: 03 Apr '09Published on: 03 Apr '09Published in: Frontiers of Mathematics in China



Abstract

The method of Padé matrix iteration is commonly used for computing matrix sign function and invariant subspaces of a real or complex matrix. In this paper, a detailed rounding error analysis is given for two classical schemes of the Pad’e matrix iteration, using basic matrix floating point arithmetics. Error estimations of computing invariant subspaces by the Padé sign iteration are also provided. Numerical experiments are given to show the numerical behaviors of the Padé iterations and the corresponding subspace computation.