Quadratic convergence of scaled matrices in Jacobi method (Q1590190)
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Quadratic convergence of scaled matrices in Jacobi method (English)
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19 December 2000
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This paper concerns symmetric positive definite matrices with simple eigenvalues. For an iterative sequence generated by the column-cyclic strategy it gives a quadratic convergence bound in terms of the off-norm of the scaled initial matrix and the minimum relative gap in the spectrum. Similar results are promised (on p. 183) for more general matrices.
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Jacobi method
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scaling
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symmetric positive definite matrices
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eigenvalues
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iterative sequence
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quadratic convergence
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