Istituto di Matematica Applicata e Tecnologie Informatiche     
Elden L., Lundstrom E., Simoncini V. Adaptive eigenvalue computations. A manifold approach. Technical report ercim.cnr.ian//1998-1119, 1998.
In this talk we will describe a general approach for adaptive eigenvalue computations, subspace tracking, that was proposed by Edelman et al.The basic idea of the method is to take advantage of the geometry of the constraint that the eigenvectors in an invariant subspace of a Hermitian matrix are orthonormal. This can be formulated in the language of differential geometry, and the algorithm we will use is Newton's method on the Grassmann manifold.
Subject Adaptive eigenvalue computations, subspace tracking

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