Asymptotic quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices (Q2407471)
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| Language | Label | Description | Also known as |
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| English | Asymptotic quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices |
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Asymptotic quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices (English)
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29 September 2017
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A proof of the asymptotic quadratic convergence of the classical serial block-Jacobi EVD algorithm for Hermitian matrices with well-separated eigenvalues (including the multiple ones) as well as clusters of eigenvalues is constructed. An extension of the original Jacobi approach to the block case is made. Results of many numerical experiments are provided.
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serial block-Jacobi EVD algorithm
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Hermitian matrices
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asymptotic convergence
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Frobenius norm
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well-separated eigenvalues
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numerical experiments
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