On the quadratic convergence of the Jabobi method for normal matrices

DOI10.1007/BF01939324MaRDI QIDQ5542533zbMATH OpenFDO

Authors Axel Ruhe

Publication date 1967

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01939324

zbMATH Keywords

numerical analysis

Cites work

• A Jacobi-Like Method for the Automatic Computation of Eigenvalues and Eigenvectors of an Arbitrary Matrix
• A Procedure for the Diagonalization of Normal Matrices
• Almost diagonal matrices with multiple or close eigenvalues
• Note on the quadratic convergence of the cyclic Jacobi process
• On the quadratic convergence of the special cyclic Jacobi method

Cited in

(14)

• Relative eigenvalue and singular value perturbations of scaled diagonally dominant matrices
• On Kogbetliantz's SVD algorithm in the presence of clusters
• Closest normal matrix finally found
• Computational methods of linear algebra
• On sharp quadratic convergence bounds for the serial Jacobi methods
• Convergence of scaled iterates by the Jacobi method
• On quadratic convergence bounds for the \(J\)-symmetric Jacobi method
• A Jacobi-like algorithm for computing the generalized Schur form of a regular pencil
• On the eigenproblem for normal matrices
• Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem
• On the quadratic convergence of a generalization of the Jacobi Method to arbitrary matrices
• Minimization of the Frobenius norm of a complex matrix using planar similarities
• Minimizing the Euclidean norm of a complex matrix by plane similarities
• A simple, randomized algorithm for diagonalizing normal matrices

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