Convergence of the cyclic and quasi-cyclic block Jacobi methods

MaRDI QIDQ2362280zbMATH OpenFDO

Authors Vjeran Hari, Erna Begović Kovač

Publication date 7 July 2017

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1604.05825, http://www.emis.de/journals/ETNA/volumes/2011-2020/vol46/abstract_vol46_pp107-147.html

IPFS File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

zbMATH Keywords

block Jacobi methodeigenvaluesglobal convergencepivot strategiessymmetric matrices

Mathematics Subject Classification ID

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

Abstract: The paper studies the global convergence of the block Jacobi me-thod for symmetric matrices. Given a symmetric matrix $A$ of order $n$, the method generates a sequence of matrices by the rule $A^{(k+1)}=U_k^T{A}^{(k)}{U}_k$, $kgeq0$, where $U_k$ are orthogonal elementary block matrices. A class of generalized serial pivot strategies is introduced, significantly enlarging the known class of weak wavefront strategies, and appropriate global convergence proofs are obtained. The results are phrased in the stronger form: $S(A^{\prime })leqcS(A)$, where $A^{\prime }$ is the matrix obtained from $A$ after one full cycle, $c<1$ is a constant and $S(A)$ is the off-norm of $A$. Hence, using the theory of block Jacobi operators, one can apply the obtained results to prove convergence of block Jacobi methods for other eigenvalue problems, such as the generalized eigenvalue problem. As an example, the results are applied to the block $J$-Jacobi method. Finally, all results are extended to the corresponding quasi-cyclic strategies.

Recommendations

• Convergence of a Block‐Oriented Quasi‐Cyclic Jacobi Method
• Convergence to diagonal form of block Jacobi-type methods
• A global convergence proof for cyclic Jacobi methods with block rotations
• On the global convergence of the Jacobi method for symmetric matrices of order 4 under parallel strategies
• On the global and cubic convergence of a quasi-cyclic Jacobi method

Cited in

(27)

• Quadratic convergence of a special quasi-cyclic Jacobi method
• On the global and cubic convergence of a quasi-cyclic Jacobi method
• 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
• On the complex Falk-Langemeyer method
• Globally convergent Jacobi methods for positive definite matrix pairs
• A global convergence proof for cyclic Jacobi methods with block rotations
• Convergence to diagonal form of block Jacobi-type process
• On block Jacobi annihilators
• The Rate of Convergence of a Class of Block Jacobi Schemes
• scientific article; zbMATH DE number 17458 (Why is no real title available?)
• On the Convergence of the Cyclic Jacobi Method for Parallel Block Orderings
• On the convergence of complex Jacobi methods
• Approximate matrix and tensor diagonalization by unitary transformations: convergence of Jacobi-type algorithms
• 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
• Convergence of a Block‐Oriented Quasi‐Cyclic Jacobi Method
• scientific article; zbMATH DE number 2210643 (Why is no real title available?)
• Convergence of the Eberlein diagonalization method under generalized serial pivot strategies
• 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
• On convergence and accuracy of the J-Jacobi method under the de Rijk pivot strategy
• Convergence and mixed-precision preconditioning for the naive Jacobi eigenvalue algorithm

This page was built for publication: Convergence of the cyclic and quasi-cyclic block Jacobi methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2362280)