A real algorithm for the Hermitian eigenvalue decomposition (Q2366659)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A real algorithm for the Hermitian eigenvalue decomposition |
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A real algorithm for the Hermitian eigenvalue decomposition (English)
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17 February 1994
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The replacement of each complex rotation in the Jacobi method by the composition of a real rotation followed by a complex unit scaling in one coordinate is the basis of the algorithms presented in the paper; by means of these algorithms, the eigensystem of a Hermitian matrix is determined avoiding complex arithmetic. This yields a significant reduction in the overall computational cost. Numerical examples that illustrate this point are exhibited.
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complex rotation
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Jacobi method
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scaling
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algorithms
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eigensystem
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Hermitian matrix
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Numerical examples
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