On the convergence of complex Jacobi methods

DOI10.1080/03081087.2019.1604622MaRDI QIDQ4965676zbMATH OpenOpenAlexWikidataFDO

Authors Vjeran Hari, Erna Begović Kovač

Publication date 9 March 2021

Published in Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.12720

zbMATH Keywords

Cholesky-Jacobi methodcomplex Jacobi methodcomplex Jacobi operatorsgeneralized eigenvalue problemglobal convergence

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: In this paper we prove the global convergence of the complex Jacobi method for Hermitian matrices for a large class of generalized serial pivot strategies. For a given Hermitian matrix $A$ of order $n$ we find a constant $gamma<1$ depending on $n$, such that $S(A^{\prime })leqgammaS(A)$, where $A^{\prime }$ is obtained from $A$ by applying one or more cycles of the Jacobi method and $S(cdot)$ stands for the off-norm. Using the theory of complex Jacobi operators, the result is generalized so it can be used for proving convergence of more general Jacobi-type processes. In particular, we use it to prove the global convergence of Cholesky-Jacobi method for solving the positive definite generalized eigenvalue problem.

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Cited in

(24)

• On the convergence of cyclic Jacobi-like processes
• Jacobi method for symmetric \(4 \times 4\) matrices converges for every cyclic pivot strategy
• On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem
• The high relative accuracy of the HZ method
• On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem
• Convergence to diagonal form of block Jacobi-type methods
• A global convergence proof for cyclic Jacobi methods with block rotations
• On Asymptotic Convergence of Nonsymmetric Jacobi Algorithms
• Convergence to diagonal form of block Jacobi-type process
• On block Jacobi annihilators
• scientific article; zbMATH DE number 3965319 (Why is no real title available?)
• scientific article; zbMATH DE number 17458 (Why is no real title available?)
• On the convergence of the euler-jacobi method
• scientific article; zbMATH DE number 1893760 (Why is no real title available?)
• On the global convergence of the complex HZ method
• On the global convergence of the Jacobi method for symmetric matrices of order 4 under parallel strategies
• scientific article; zbMATH DE number 5592068 (Why is no real title available?)
• Vectorization of a Thread-Parallel Jacobi Singular Value Decomposition Method
• Convergence of the Eberlein diagonalization method under generalized serial pivot strategies
• Accurate complex Jacobi rotations
• Convergence of the complex block Jacobi methods under the generalized serial pivot strategies
• On the block Eberlein diagonalization method
• Global and quadratic convergence of the block Jacobi method for Hermitian matrices under the de Rijk pivot strategy
• Convergence and mixed-precision preconditioning for the naive Jacobi eigenvalue algorithm

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