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An iterative algorithm converging to the principal subspace projection operator with applications

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3 Author(s)
Manton, J.H. ; Dept. of Electr. & Electron. Eng., Melbourne Univ., Vic., Australia ; Hua, Y. ; Reilly, J.P.

This paper analyses a simple method for iteratively computing the projection operator whose range space is the principal subspace of a given matrix. The iteration appears to be numerically very stable and is proven to converge at a quadratic rate. Several applications are briefly explored, as are extensions to Jordan algebras and C*-algebras.

Published in:

Signals, Systems and Computers, 2004. Conference Record of the Thirty-Eighth Asilomar Conference on  (Volume:1 )

Date of Conference:

7-10 Nov. 2004