On the global convergence of the complex HZ method

DOI10.1137/19M1265594MaRDI QIDQ5203961zbMATH OpenOpenAlexFDO

Authors Vjeran Hari

Publication date 9 December 2019

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/19m1265594

zbMATH Keywords

generalized eigenvalue problemglobal convergenceJacobi method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites work

• A One-Sided Jacobi Algorithm for Computing the Singular Value Decomposition on a Vector Computer
• A Tangent Algorithm for Computing the Generalized Singular Value Decomposition
• Accuracy of one step of the Falk-Langemeyer method
• Condition numbers and equilibration of matrices
• Convergence of the cyclic and quasi-cyclic block Jacobi methods
• Das Jacobi-Verfahren fürAx = λBx
• Globally convergent Jacobi methods for positive definite matrix pairs
• scientific article; zbMATH DE number 3164069 (Why is no real title available?)
• scientific article; zbMATH DE number 3910550 (Why is no real title available?)
• On pairs of almost diagonal matrices
• On Parallel Jacobi Orderings
• On Scaled Almost-Diagonal Hermitian Matrix Pairs
• On the convergence of complex Jacobi methods
• On the Convergence of the Cyclic Jacobi Method for Parallel Block Orderings
• On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem
• On the Quadratic Convergence of the Falk–Langemeyer Method
• The high relative accuracy of the HZ method
• The LAPW method with eigendecomposition based on the Hari-Zimmermann generalized hyperbolic SVD

Cited in

(11)

• 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
• Full block \(J\)-Jacobi method for Hermitian matrices
• On the convergence of complex Jacobi methods
• Batched computation of the singular value decompositions of order two by the AVX-512 vectorization
• The LAPW method with eigendecomposition based on the Hari-Zimmermann generalized hyperbolic SVD
• scientific article; zbMATH DE number 5592068 (Why is no real title available?)
• Convergence of the complex block Jacobi methods under the generalized serial pivot strategies
• Global and quadratic convergence of the block Jacobi method for Hermitian matrices under the de Rijk pivot strategy
• On convergence and accuracy of the J-Jacobi method under the de Rijk pivot strategy

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