Quadratic convergence of scaled matrices in Jacobi method (Q1590190)

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scientific article; zbMATH DE number 1545481
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Quadratic convergence of scaled matrices in Jacobi method
scientific article; zbMATH DE number 1545481

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    Quadratic convergence of scaled matrices in Jacobi method (English)
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    19 December 2000
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    This paper concerns symmetric positive definite matrices with simple eigenvalues. For an iterative sequence generated by the column-cyclic strategy it gives a quadratic convergence bound in terms of the off-norm of the scaled initial matrix and the minimum relative gap in the spectrum. Similar results are promised (on p. 183) for more general matrices.
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    Jacobi method
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    scaling
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    symmetric positive definite matrices
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    eigenvalues
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    iterative sequence
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    quadratic convergence
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