On the global and cubic convergence of a quasi-cyclic Jacobi method (Q1326438): Difference between revisions

We consider the global and the cubic convergence of a quasi-cyclic Jacobi method for the symmetric eigenvalue problem. The method belongs to a class of quasi-cyclic methods recently proposed by \textit{W. Mascarenhas} [SIAM J. Sci. Comput. (to appear)] who showed that the methods from his class asymptotically converge cubically per quasi-sweep (one quasi-sweep is equivalent to 1.25 cyclic sweeps) provided the eigenvalues are simple. Here we prove the global convergence of our method and derive very sharp asymptotic convergence bounds in the general case of multiple eigenvalues. We discuss the ultimate cubic convergence of the method and present several numerical examples which all well comply with the theory.