A sorted partial Jacobi method and its convergence analysis (Q1377501)

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A sorted partial Jacobi method and its convergence analysis
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    A sorted partial Jacobi method and its convergence analysis (English)
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    22 September 1998
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    For a low rank \(d\) plus shift \(M \times M\) matrix \(B\), a sorted partial Jacobi method is introduced and investigated. This algorithm can compute the eigenstructure of such matrices \(B\) in \(O(M^2d)\) operations with quadratic convergence for all such symmetric \(B\) that are nearly low rank \(d\) plus a shift.
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    eigenvalue
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    eigenvector
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    Jacobi method
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    low rank matrix
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    convergence
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    algorithm
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