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

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 569150
Language Label Description Also known as
default for all languages
No label defined
    English
    On the global and cubic convergence of a quasi-cyclic Jacobi method
    scientific article; zbMATH DE number 569150

      Statements

      On the global and cubic convergence of a quasi-cyclic Jacobi method (English)
      0 references
      0 references
      0 references
      8 August 1994
      0 references
      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.
      0 references
      global convergence
      0 references
      cubic convergence
      0 references
      quasi-cyclic Jacobi method
      0 references
      symmetric eigenvalue problem
      0 references
      sharp asymptotic convergence bounds
      0 references
      multiple eigenvalues
      0 references
      numerical examples
      0 references

      Identifiers