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Controllability of matrix eigenvalue algorithms: the inverse power method
Authors:U. Helmke  P. A. Fuhrmann  
Affiliation:a Universität Würzburg, Institut für Mathematik, Würzburg, Germany;b Department of Mathematics, Ben-Gurion University of the Negev, Beer Sheva, Israel
Abstract:In this paper we initiate a program to study the controllability properties of matrix eigenvalue algorithms arising in numerical linear algebra. Our focus is on a well-known eigenvalue method, the inverse power iteration defined on projective space. A complete characterization of the reachable sets and their closures is given via cyclic invariant subspaces. Moreover, a necessary and sufficient condition for almost controllability of the inverse power method is derived.
Keywords:Eigenvalue method   Controllability   Invariant subspaces   Projective space
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