Quadratic convergence of scaled matrices in Jacobi method

DOI10.1007/S002110000167MaRDI QIDQ1590190zbMATH OpenOpenAlexFDO

Authors Josip Matejaš

Publication date 19 December 2000

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110000167

zbMATH Keywords

eigenvaluesiterative sequenceJacobi methodquadratic convergencescalingsymmetric positive definite matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

This paper concerns symmetric positive definite matrices with simple eigenvalues. For an iterative sequence generated by the column-cyclic strategy it gives a quadratic convergence bound in terms of the off-norm of the scaled initial matrix and the minimum relative gap in the spectrum. Similar results are promised (on p. 183) for more general matrices.

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• Relative eigenvalue and singular value perturbations of scaled diagonally dominant matrices
• Quadratic convergence of a special quasi-cyclic Jacobi method
• Convergence of some problems of positive type and a theorem of Fill
• Convergence of scaled iterates by the Jacobi method
• Globally convergent Jacobi methods for positive definite matrix pairs
• Quadratic convergence estimate of scaled iterates by \(J\)-symmetric Jacobi method
• On pairs of almost diagonal matrices
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• The extrapolated gauss-seidel methods and generally consistently ordered matrices
• On the Quadratic Convergence of the Serial Singular Value Decomposition Jacobi Methods for Triangular Matrices
• On the Convergence of the Jacobi Method for Arbitrary Orderings
• Accuracy of the Jacobi method on scaled diagonally dominant symmetric matrices
• Relations between condition numbers and the convergence of the Jacobi method for real positive definite matrices

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