The JK method: a procedure for finding the eigenvectors and eigenvalues of a real symmetric matrix
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Publication:5654924
DOI10.1093/COMJNL/15.3.271zbMATH Open0243.65009OpenAlexW2062545013MaRDI QIDQ5654924FDOQ5654924
Publication date: 1972
Published in: The Computer Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/comjnl/15.3.271
Cited In (6)
- A note on a one-sided Jacobi algorithm
- A Jacobi eigenreduction algorithm for definite matrix pairs
- Computational methods of linear algebra
- An overview of parallel algorithms for the singular value and symmetric eigenvalue problems
- On One-Sided Jacobi Methods for Parallel Computation
- The European regional policy and the socio-economic diversity of European regions: A multivariate analysis
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