Ein linear konvergentes zyklisches Jacobiähnliches Verfahren für beliebige reelle Matrizen

DOI10.1007/BF01397093zbMath0457.65018OpenAlexW2481185144MaRDI QIDQ1151232

E. Dollinger

Publication date: 1981

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132760

zbMATH Keywords

linear convergenceJacobilike algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (1)

Normal equivalent to an arbitrary diagonalizable matrix

Cites Work

• Unnamed Item
• Bounds for iterates, inverses, spectral variation and fields of values of non-normal matrices
• Note on the quadratic convergence of the cyclic Jacobi process
• A convergent Jacobi method for solving the eigenproblem of arbitrary real matrices
• Solution to the Eigenproblem by a norm reducing Jacobi type method
• Almost diagonal matrices with multiple or close eigenvalues
• An estimate for the norms of certain cyclic Jacobi operators
• On the quadratic convergence of the special cyclic Jacobi method
• A Jacobi-Like Method for the Automatic Computation of Eigenvalues and Eigenvectors of an Arbitrary Matrix
• On Measures of Non-Normality for Matrices

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