Newton-type methods for simultaneous matrix diagonalization
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Abstract: This paper proposes a Newton-type method to solve numerically the eigenproblem of several diagonalizable matrices, which pairwise commute. A classical result states that these matrices are simultaneously diagonalizable. From a suitable system of equations associated to this problem, we construct a sequence that converges quadratically towards the solution. This construction is not based on the resolution of a linear system as is the case in the classical Newton method. Moreover, we provide a theoretical analysis of this construction and exhibit a condition to get a quadratic convergence. We also propose numerical experiments, which illustrate the theoretical results.
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Cited in
(11)- Newton's method for the common eigenvector problem
- Applications of Newton's method to some numerical problems in matrix theory
- Eigendecomposition algorithms solving sequentially quadratic systems by Newton method
- scientific article; zbMATH DE number 3885211 (Why is no real title available?)
- Newton Method for Joint Approximate Diagonalization of Positive Definite Hermitian Matrices
- Projectively and Weakly Simultaneously Diagonalizable Matrices and their Applications
- Block-Jacobi methods with Newton-steps and non-unitary joint matrix diagonalization
- Newton-Krylov iterative matrix representative spectrum
- Simultaneous diagonalization of nearly commuting Hermitian matrices: do-one-then-do-the-other
- Joint eigenvalue estimation by balanced simultaneous Schur decomposition
- Numerical Methods for Simultaneous Diagonalization
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