A quadratically convergent parallel Jacobi process for diagonally dominant matrices with distinct eigenvalues

DOI10.1016/0377-0427(89)90358-0zbMath0679.65024OpenAlexW3023459790MaRDI QIDQ1822898

M. H. C. Paardekooper

Publication date: 1989

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(89)90358-0

zbMATH Keywords

numerical examplesquadratic convergenceparallel algorithmdiagonalizationsymmetric eigenvalue problemJacobi algorithmparallel processorsingular-value problemnonnormal diagonal dominant matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Parallel numerical computation (65Y05)

Related Items (2)

A parallel algorithm for the eigenvalues and eigenvectors of a general complex matrix ⋮ A quadratically convergent parallel Jacobi process for diagonally dominant matrices with nondistinct eigenvalues

Cites Work

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• On the quadratic convergence of the special cyclic Jacobi method
• A Jacobi-Like Method for the Automatic Computation of Eigenvalues and Eigenvectors of an Arbitrary Matrix
• The Solution of Singular-Value and Symmetric Eigenvalue Problems on Multiprocessor Arrays
• A Jacobi-Like Algorithm for Computing the Schur Decomposition of a Nonhermitian Matrix
• On the Schur Decomposition of a Matrix for Parallel Computation
• On the quadratic convergence of a generalization of the Jacobi Method to arbitrary matrices
• On Jacobi and Jacobi-Like Algorithms for a Parallel Computer

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