A note on the pivoted symmetric LR iteration (Q1964053)
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scientific article; zbMATH DE number 1398759
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| English | A note on the pivoted symmetric LR iteration |
scientific article; zbMATH DE number 1398759 |
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A note on the pivoted symmetric LR iteration (English)
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1999
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It is proved that the diagonally pivoted symmetric LR algorithm on a positive definite matrix is globally convergent.
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method of eigenreduction
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global convergence
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diagonally pivoted symmetric LR algorithm
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positive definite matrix
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