An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form

DOI10.1137/0907013zbMath0614.65043OpenAlexW1977983964WikidataQ122531564 ScholiaQ122531564MaRDI QIDQ4721531

Walter Gautschi, Bernhard N. Flury

Publication date: 1986

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0907013

zbMATH Keywords

eigenvectorsdiagonalizationprincipal componentsmatrixorthogonalfrom diagonalitymeasure of simultaneous deviation

Mathematics Subject Classification ID

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