On the convergence of the classical Jacobi method for real symmetric matrices with non-distinct eigenvalues

DOI10.1007/BF02165224zbMath0229.65037MaRDI QIDQ2550268

H. P. M. van Kempen

Publication date: 1966

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

Full work available at URL: https://eudml.org/doc/131721

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Related Items (11)

On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition ⋮ On Kogbetliantz's SVD algorithm in the presence of clusters ⋮ Computational methods of linear algebra ⋮ Verfahren für die Bestimmung von Eigenwerten und Eigenvektoren von symmetrisch nicht-hermiteschen Matrizen ⋮ The relation between the Jacobi algorithm and inverse iteration and a Jacobi algorithm based on elementary reflections ⋮ Almost diagonal matrices with multiple or close eigenvalues ⋮ A quadratically convergent parallel Jacobi process for diagonally dominant matrices with nondistinct eigenvalues ⋮ A quadratically convergent parallel Jacobi process for diagonally dominant matrices with distinct eigenvalues ⋮ On the quadratic convergence of the special cyclic Jacobi method ⋮ Linear convergence of the row cyclic Jacobi and Kogbetliantz methods ⋮ Generation of Conjugate Directions for Unconstrained Minimization without Derivatives

Cites Work

• Zur Konvergenz des Jacobi-Verfahrens
• Note on the quadratic convergence of the cyclic Jacobi process
• The Jacobi Method for Real Symmetric Matrices
• The Cyclic Jacobi Method for Computing the Principal Values of a Complex Matrix
• On the Speed of Convergence of Cyclic and Quasicyclic Jacobi Methods for Computing Eigenvalues of Hermitian Matrices
• On Quasicyclic Jacobi Methods

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