An iterative algorithm converging to the principal subspace projection operator with applications
JH Manton, YB Hua, JR Reilly, MB Matthews (ed.)
Proceedings of the 38th Asilomar conference on signals, systems and computers | IEEE | Published : 2004
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. © 2004 IEEE.