A Grassmann-Rayleigh Quotient Iteration for Computing Invariant Subspaces.

Proposes a generalization of the classical Rayleigh quotient iteration (RQI) which computes p-dimensional invariant subspace of A. Review of the classical RQI; Representation of p-dimensional subspaces by means of matrices and an associated measure of distance between subspaces; Convergence of the Grassmann-RQI; Comparison with other Grassmannian methods.