On the quadratic convergence of the Jabobi method for normal matrices

DOI10.1007/BF01939324zbMath0159.20503MaRDI QIDQ5542533

Axel Ruhe

Publication date: 1967

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

numerical analysis

Related Items (13)

On the quadratic convergence of a generalization of the Jacobi Method to arbitrary matrices ⋮ On Kogbetliantz's SVD algorithm in the presence of clusters ⋮ Closest normal matrix finally found ⋮ Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem ⋮ Computational methods of linear algebra ⋮ On sharp quadratic convergence bounds for the serial Jacobi methods ⋮ Minimizing the Euclidean norm of a complex matrix by plane similarities ⋮ Minimization of the Frobenius norm of a complex matrix using planar similarities ⋮ Relative eigenvalue and singular value perturbations of scaled diagonally dominant matrices ⋮ On quadratic convergence bounds for the \(J\)-symmetric Jacobi method ⋮ A Jacobi-like algorithm for computing the generalized Schur form of a regular pencil ⋮ On the eigenproblem for normal matrices ⋮ Convergence of scaled iterates by the Jacobi method

Cites Work

• Note on the quadratic convergence of the cyclic Jacobi process
• Almost diagonal matrices with multiple or close eigenvalues
• On the quadratic convergence of the special cyclic Jacobi method
• A Procedure for the Diagonalization of Normal Matrices
• A Jacobi-Like Method for the Automatic Computation of Eigenvalues and Eigenvectors of an Arbitrary Matrix

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