A quadratically convergent parallel Jacobi process for diagonally dominant matrices with nondistinct eigenvalues

DOI10.1016/0024-3795(91)90288-8zbMath0722.65016OpenAlexW2170315452MaRDI QIDQ756365

M. H. C. Paardekooper

Publication date: 1991

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(91)90288-8

zbMATH Keywords

eigenvaluesparallel computingmultiple eigenvaluesJacobi algorithmQuadratic convergence

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Parallel numerical computation (65Y05)

Cites Work

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• Note on the quadratic convergence of the cyclic Jacobi process
• A quadratically convergent parallel Jacobi process for diagonally dominant matrices with distinct eigenvalues
• Almost diagonal matrices with multiple or close eigenvalues
• Zur quadratischen Konvergenz des Jacobi-Verfahrens.(On quadrative convergence of the Jacobi method)
• An eigenvalue algorithm for skew-symmetric matrices
• On the convergence of the classical Jacobi method for real symmetric matrices with non-distinct eigenvalues
• 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
• The Solution of Singular-Value and Symmetric Eigenvalue Problems on Multiprocessor Arrays
• On the quadratic convergence of a generalization of the Jacobi Method to arbitrary matrices
• On Jacobi and Jacobi-Like Algorithms for a Parallel Computer

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