An eigenvalue algorithm for skew-symmetric matrices
From MaRDI portal
Publication:2549923
DOI10.1007/BF01436375zbMath0228.65031MaRDI QIDQ2549923
Publication date: 1971
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/132069
Related Items (20)
The norm of a matrix after a similarity transformation ⋮ On the cubic convergence of the Paardekooper method ⋮ On a class of Jacobi-like procedures for diagonalising arbitrary real matrices ⋮ A quadratically convergent Jacobi-like method for real matrices with complex eigenvalues ⋮ An SVD-like matrix decomposition and its applications ⋮ Computational methods of linear algebra ⋮ A global Jacobi method for a symmetric indefinite problem Sx=lambdaTx ⋮ A sort-Jacobi algorithm for semisimple Lie algebras ⋮ Verfahren für die Bestimmung von Eigenwerten und Eigenvektoren von symmetrisch nicht-hermiteschen Matrizen ⋮ Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems ⋮ Structured Eigenvalue Problems ⋮ On the efficient and accurate solution of the skew-symmetric eigenvalue problem ⋮ A quadratically convergent parallel Jacobi process for diagonally dominant matrices with nondistinct eigenvalues ⋮ A quadratically convergent parallel Jacobi process for diagonally dominant matrices with distinct eigenvalues ⋮ On the eigenproblem for normal matrices ⋮ Eigenvectors of certain matrices ⋮ Schur-like forms for matrix Lie groups, Lie algebras and Jordan algebras ⋮ Eigenvalue computation in the 20th century ⋮ A block Jacobi method for complex skew-symmetric matrices with applications in the time-dependent variational principle ⋮ A matrix pair of an almost diagonal skew-symmetric matrix and a symmetric positive definite matrix
Cites Work
This page was built for publication: An eigenvalue algorithm for skew-symmetric matrices