Convergence and mixed-precision preconditioning for the naive Jacobi eigenvalue algorithm

DOI10.48550/arXiv.2607.20749MaRDI QIDQ7284245arXivFDO

Authors Marija Miloloža Pandur, Erna Begovic, Marija Miloloza Pandur, Ana Perkovic

Publication date 22 July 2026

Published in arXiv

Tldr We develop a Jacobi-type method for finding simple eigenvalues of complex matrices with explicit convergence guarantees. We propose mixed-precision preconditioning that allows for efficient computation while preserving spectral information, yielding robust performance on challenging problems with high accuracy.

Full work available at URL https://doi.org/10.48550/arXiv.2607.20749

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

arXiv classification

math.NA

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