Convergence to diagonal form of block Jacobi-type methods (Q2260881)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convergence to diagonal form of block Jacobi-type methods
scientific article

    Statements

    Convergence to diagonal form of block Jacobi-type methods (English)
    0 references
    0 references
    12 March 2015
    0 references
    Given a block matrix partition \((A_{ij})\) of a square matrix \(A\) of order \(n, \) the author considers the block Jacobi-type processes of the form \( A^{(k+1)}=\left[ P^{(k)}\right] ^{\ast }A^{(k)}Q^{(k)},\) \(k\geq 0\), \( A^{(0)}=A\), where \(P^{(k)\text{ }}\)and \(Q^{(k)\text{ }}\) are nonsingular elementary block matrices. Then sufficient conditions for the convergence of \(\left\| A^{(k)}-\text{diag}(A^{(k)})\right\| /\left\| A^{(k)}\right\| \) to zero are proved. Each block Jacobi-type method is defined by a partition \(\pi \) of \(n\), by a pivot strategy and an algorithm. The choice of \(\pi \) depends on the characteristics of the computer, but for a given \(\pi \) and an algorithm, there are a few successful cyclic strategies only. For this reason, the author develops a promising new tool, the theory of Jacobi operators, and shows how to use it in order to obtain convergence results. More precisely, the convergence to diagonal form is proved for an important and large class of cyclic strategies. In the last section, more general convergence results are promised to be investigated in future work.
    0 references
    0 references
    block matrix
    0 references
    block Jacobi-type methods
    0 references
    convergence
    0 references
    pivot strategy
    0 references
    cyclic strategies
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references