A continuous Jacobi-like approach to the simultaneous reduction of real matrices

DOI10.1016/0024-3795(91)90230-TMaRDI QIDQ804223zbMATH OpenFDO

Authors Moody T. Chu

Publication date 1991

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

optimizationordinary differential equationnormal formsimilarityflowgradient methodorbitQR algorithmQZ algorithmcongruence transformationJacobi methodsimultaneous reductionclosest normal matrixnearest commuting matrix pairorthogonal equivalence reductionorthogonal simultaneous diagonalizationSVD algorithms

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Canonical forms, reductions, classification (15A21) Matrix pencils (15A22) Matrix equations and identities (15A24) Commutativity of matrices (15A27) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cites work

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• A Jacobi-Like Algorithm for Computing the Schur Decomposition of a Nonhermitian Matrix
• A Note on Pencils of Hermitian or Symmetric Matrices
• A Procedure for the Diagonalization of Normal Matrices
• A canonical form for a pair of real symmetric matrices that generate a nonsingular pencil
• A recurring theorem about pairs of quadratic forms and extensions: A survey
• An Algorithm for Generalized Matrix Eigenvalue Problems
• Closest normal matrix finally found
• Generalizing the Singular Value Decomposition
• Isospectral Flows and Abstract Matrix Factorizations
• Linear combinations of Hermitian and real symmetric matrices
• Matrizen mit maximaler Diagonale bei unitärer Similarität.
• Normal matrices
• On Lanczos’ Algorithm for Tridiagonalizing Matrices
• On the Continuous Realization of Iterative Processes
• Simultaneous block diagonalization of two real symmetric matrices
• Simultaneous similarity of matrices
• The Projected Gradient Method for Least Squares Matrix Approximations with Spectral Constraints
• The QR algorithm and scattering for the finite nonperiodic Toda lattice
• The normal \(\Delta\) H-matrices with connection to some Jacobi-like methods
• Towards a Generalized Singular Value Decomposition

Cited in

(6)

• On the geodesic nature of Wegner's flow
• Matrix differential equations: a continuous realization process for linear algebra problems
• Fast simultaneous orthogonal reduction to triangular matrices
• Simultaneous hollowization, joint numerical range, and stabilization by noise
• Numerical Methods for Simultaneous Diagonalization
• A treatment of breakdowns and near breakdowns in a reduction of a matrix to upper \(J\)-Hessenberg form and related topics

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