An eigenvalue algorithm for skew-symmetric matrices
From MaRDI portal
Publication:2549923
DOI10.1007/BF01436375zbMath0228.65031MaRDI QIDQ2549923
Publication date: 1971
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/132069
Related Items
The norm of a matrix after a similarity transformation, On the cubic convergence of the Paardekooper method, On a class of Jacobi-like procedures for diagonalising arbitrary real matrices, A quadratically convergent Jacobi-like method for real matrices with complex eigenvalues, An SVD-like matrix decomposition and its applications, Computational methods of linear algebra, A global Jacobi method for a symmetric indefinite problem Sx=lambdaTx, A sort-Jacobi algorithm for semisimple Lie algebras, Verfahren für die Bestimmung von Eigenwerten und Eigenvektoren von symmetrisch nicht-hermiteschen Matrizen, Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems, Structured Eigenvalue Problems, On the efficient and accurate solution of the skew-symmetric eigenvalue problem, A quadratically convergent parallel Jacobi process for diagonally dominant matrices with nondistinct eigenvalues, A quadratically convergent parallel Jacobi process for diagonally dominant matrices with distinct eigenvalues, On the eigenproblem for normal matrices, Eigenvectors of certain matrices, Schur-like forms for matrix Lie groups, Lie algebras and Jordan algebras, Eigenvalue computation in the 20th century, A block Jacobi method for complex skew-symmetric matrices with applications in the time-dependent variational principle, A matrix pair of an almost diagonal skew-symmetric matrix and a symmetric positive definite matrix
Cites Work