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| Volume 4, Number 2, May 2008, pp. 179-194 | ||||||||
| P.-A. Absil, R. Sepulchre and R. Mahony | ||||||||
| Key words: | ||||||||
| Matrix flows, subspace flows, power flow, Grassmann Rayleigh quotient flow, principal component analysis, invariant subspace, finite-time deflation. | ||||||||
| Mathematices Subject Classification: 37N30, 65F15 | ||||||||
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| Abstract: | |||
| The classes of continuous-time flows on Rn×p that induce the same flow on the set of p-dimensional subspaces of Rn are described. The power flow is briefly reviewed in this framework, and a subspace generalization of he Rayleigh quotient flow [Linear Algebra Appl. 368C, 2003, pp.343-357] is proposed and analyzed. This new flow displays a property akin to deflation in finite time. | |||
| Continuous-time subspace flows related to the symmetric eigenproblem | ||