On Jacobi and Jacobi-Like Algorithms for a Parallel Computer
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Cites work
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- A Jacobi-Like Method for the Automatic Computation of Eigenvalues and Eigenvectors of an Arbitrary Matrix
- A Procedure for the Diagonalization of Normal Matrices
- ILLIAC IV Software and Application Programming
- On the Speed of Convergence of Cyclic and Quasicyclic Jacobi Methods for Computing Eigenvalues of Hermitian Matrices
- Solution to the Eigenproblem by a norm reducing Jacobi type method
- The ILLIAC IV Computer
Cited in
(36)- Full block \(J\)-Jacobi method for Hermitian matrices
- On pairs of almost diagonal matrices
- Numerical calculation and computer design
- On the convergence of complex Jacobi methods
- A note on a one-sided Jacobi algorithm
- A Jacobi eigenreduction algorithm for definite matrix pairs
- Computational methods of linear algebra
- Asymptotic quadratic convergence of the parallel block-Jacobi EVD algorithm with dynamic ordering for Hermitian matrices
- An overview of parallel algorithms for the singular value and symmetric eigenvalue problems
- Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems
- scientific article; zbMATH DE number 4016037 (Why is no real title available?)
- Parallel and large-scale matrix computations in control: Some ideas
- Global and quadratic convergence of the block Jacobi method for Hermitian matrices under the de Rijk pivot strategy
- Eigenvalue computation in the 20th century
- Parallel computations in linear algebra
- An iterative method for solving the spectral problem of complex symmetric matrices
- Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem
- Efficient implementation of Jacobi's diagonalization method on the DAP
- Convergence of the complex block Jacobi methods under the generalized serial pivot strategies
- On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem
- On high relative accuracy of the Kogbetliantz method
- A quadratically convergent parallel Jacobi process for diagonally dominant matrices with nondistinct eigenvalues
- Accuracy of the Kogbetliantz method for scaled diagonally dominant triangular matrices
- Asymptotic quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices
- Some algorithms for the solution of the symmetric eigenvalue problem on a multiprocessor electronic computer
- Convergence to diagonal form of block Jacobi-type methods
- A triangular processor array for computing singular values
- A parallel algorithm for the eigenvalues and eigenvectors of a general complex matrix
- Some complexity results in parallel matrix-based signal processing
- A quadratically convergent parallel Jacobi process for diagonally dominant matrices with distinct eigenvalues
- A GPU-based hyperbolic SVD algorithm
- Parallel block Jacobi eigenvalue algorithms using systolic arrays
- Minimization of the Frobenius norm of a complex matrix using planar similarities
- The singular value decomposition: anatomy of optimizing an algorithm for extreme scale
- Minimizing the Euclidean norm of a complex matrix by plane similarities
- On the global convergence of the Jacobi method for symmetric matrices of order 4 under parallel strategies
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