A sorted partial Jacobi method and its convergence analysis (Q1377501)
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scientific article; zbMATH DE number 1109495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sorted partial Jacobi method and its convergence analysis |
scientific article; zbMATH DE number 1109495 |
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A sorted partial Jacobi method and its convergence analysis (English)
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22 September 1998
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For a low rank \(d\) plus shift \(M \times M\) matrix \(B\), a sorted partial Jacobi method is introduced and investigated. This algorithm can compute the eigenstructure of such matrices \(B\) in \(O(M^2d)\) operations with quadratic convergence for all such symmetric \(B\) that are nearly low rank \(d\) plus a shift.
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eigenvalue
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eigenvector
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Jacobi method
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low rank matrix
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convergence
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algorithm
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