A Newton-like method for computing deflating subspaces

摘要

This work is devoted to computations of deflating subspaces associated with separated groups of finite eigenvalues near specified shifts of large regular matrix pencils. The proposed method is a combination of inexact inverse subspace iteration and Newton's method. The first one is slow but reliably convergent starting with almost an arbitrary initial subspace and it is used as a preprocessing to obtain a good initial guess for the second method which is fast but only locally convergent. The Newton method necessitates at each iteration the solution of a generalized Sylvester equation and for this task an iterative algorithm based on the preconditioned GMRES method is devised. Numerical properties of the proposed combination are illustrated with a typical hydrodynamic stability problem.