An iterative method for solving the spectral problem of complex symmetric matrices
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The author presents a Jacobi-like method for computing eigenvalues and eigenvectors of complex symmetric matrices. This type of methods does not enjoy a great success, but they can be efficient on parallel computers and this motivates the author. The matrix structure is preserved by the method, which is proved to converge. Some interesting numerical examples are provided, together with a numerical comparison with other methods of the same type.
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Cites work
- J-Orthogonal Matrices: Properties and Generation
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- Fast Diagonalization of Large and Dense Complex Symmetric Matrices, with Applications to Quantum Reaction Dynamics
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- Jacobi’s Method is More Accurate than QR
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- Some convergent Jacobi-like procedures for diagonalising J-symmetric matrices
Cited in
(12)- Some remarks on the complex \(J\)-symmetric eigenproblem
- Diagonalization of complex symmetric matrices: generalized Householder reflections, iterative deflation and implicit shifts
- A simple augmented Jacobi method for Hermitian and skew-Hermitian matrices
- Numerical Methods to Solve the Complex Symmetric Stabilizing Solution of the Complex Matrix Equation $X+A^TX^{−1}A=Q$
- Alternating Direction Implicit Iteration for Systems with Complex Spectra
- scientific article; zbMATH DE number 1384329 (Why is no real title available?)
- scientific article; zbMATH DE number 839240 (Why is no real title available?)
- A QL Procedure for Computing the Eigenvalues of Complex Symmetric Tridiagonal Matrices
- A real isotropic Lanczos algorithm for eigenproblem of complex Hermite matrix
- Approximate antilinear eigenvalue problems and related inequalities
- scientific article; zbMATH DE number 4182697 (Why is no real title available?)
- A method for solving the spectral problem for complex matrices
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