Quadratic convergence estimate of scaled iterates by \(J\)-symmetric Jacobi method
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Publication:2502890
DOI10.1016/j.laa.2004.01.017zbMath1155.65027OpenAlexW2085661652MaRDI QIDQ2502890
Publication date: 13 September 2006
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2004.01.017
algorithmeigenvalueseigenvectorsquadratic convergenceJacobi methodscaled iterates\(J\)-symmetric matrix
Related Items (3)
Full block \(J\)-Jacobi method for Hermitian matrices ⋮ Block-oriented \(J\)-Jacobi methods for Hermitian matrices ⋮ Relative eigenvalue and singular value perturbations of scaled diagonally dominant matrices
Cites Work
- Note on the quadratic convergence of the cyclic Jacobi process
- Fast givens rotations for orthogonal similarity transformations
- On sharp quadratic convergence bounds for the serial Jacobi methods
- A note on a one-sided Jacobi algorithm
- A bound for the condition of a hyperbolic eigenvector matrix
- Floating-point perturbations of Hermitian matrices
- A Jacobi eigenreduction algorithm for definite matrix pairs
- On the global and cubic convergence of a quasi-cyclic Jacobi method
- Componentwise analysis of direct factorization of real symmetric and Hermitian matrices
- Quadratic convergence of scaled matrices in Jacobi method
- Convergence of scaled iterates by the Jacobi method
- On quadratic convergence bounds for the \(J\)-symmetric Jacobi method
- Relative perturbation theory for hyperbolic eigenvalue problem
- Jacobi’s Method is More Accurate than QR
- Fast Plane Rotations with Dynamic Scaling
- On Scaled Almost-Diagonal Hermitian Matrix Pairs
- Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices
- Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
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