A real algorithm for the Hermitian eigenvalue decomposition

DOI10.1007/BF01990351zbMath0781.65026MaRDI QIDQ2366659

Haesun Park, Vjeran Hari

Publication date: 17 February 1994

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

algorithmsscalingHermitian matrixJacobi methodNumerical exampleseigensystemcomplex rotation

Mathematics Subject Classification ID

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

Cites Work

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• Note on the quadratic convergence of the cyclic Jacobi process
• On the convergence of cyclic Jacobi-like processes
• Fast givens rotations for orthogonal similarity transformations
• On sharp quadratic convergence bounds for the serial Jacobi methods
• A note on a one-sided Jacobi algorithm
• Inversion of Matrices by Biorthogonalization and Related Results
• On Parallel Jacobi Orderings
• Least Squares Computations by Givens Transformations Without Square Roots