A real algorithm for the Hermitian eigenvalue decomposition

DOI10.1007/BF01990351MaRDI QIDQ2366659zbMATH OpenFDO

Authors Haesun Park, Vjeran Hari

Publication date 17 February 1994

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01990351

zbMATH Keywords

algorithmscomplex rotationeigensystemHermitian matrixJacobi methodNumerical examplesscaling

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The replacement of each complex rotation in the Jacobi method by the composition of a real rotation followed by a complex unit scaling in one coordinate is the basis of the algorithms presented in the paper; by means of these algorithms, the eigensystem of a Hermitian matrix is determined avoiding complex arithmetic. This yields a significant reduction in the overall computational cost. Numerical examples that illustrate this point are exhibited.

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Cites work

• A note on a one-sided Jacobi algorithm
• Fast givens rotations for orthogonal similarity transformations
• scientific article; zbMATH DE number 3438258 (Why is no real title available?)
• Inversion of Matrices by Biorthogonalization and Related Results
• Least Squares Computations by Givens Transformations Without Square Roots
• Note on the quadratic convergence of the cyclic Jacobi process
• On Parallel Jacobi Orderings
• On sharp quadratic convergence bounds for the serial Jacobi methods
• On the convergence of cyclic Jacobi-like processes

Cited in

(4)

• A simple augmented Jacobi method for Hermitian and skew-Hermitian matrices
• scientific article; zbMATH DE number 4106127 (Why is no real title available?)
• scientific article; zbMATH DE number 3994892 (Why is no real title available?)
• Real fast structure-preserving algorithm for eigenproblem of complex Hermitian matrices

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