Zur Konvergenz des Jacobi-Verfahrens

DOI10.1007/BF01386036zbMath0100.33105OpenAlexW166005699MaRDI QIDQ774194

Arnold Schönhage

Publication date: 1961

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

Full work available at URL: https://eudml.org/doc/131507

zbMATH Keywords

numerical analysis

Related Items (17)

On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition ⋮ Asymptotic quadratic convergence of the parallel block-Jacobi EVD algorithm with dynamic ordering for Hermitian matrices ⋮ On Kogbetliantz's SVD algorithm in the presence of clusters ⋮ An overview of parallel algorithms for the singular value and symmetric eigenvalue problems ⋮ Asymptotic quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices ⋮ Verfahren für die Bestimmung von Eigenwerten und Eigenvektoren von symmetrisch nicht-hermiteschen Matrizen ⋮ On convergence to eigenvalues and eigenvectors in the block-Jacobi EVD algorithm with dynamic ordering ⋮ The Jacobi method for real symmetric matrices ⋮ Almost diagonal matrices with multiple or close eigenvalues ⋮ An estimate for the norms of certain cyclic Jacobi operators ⋮ On quadratic convergence bounds for the \(J\)-symmetric Jacobi method ⋮ Über Matrixnormen, Gerschgorinkreise und Jacobi-Rotation ⋮ Zur quadratischen Konvergenz des Jacobi-Verfahrens.(On quadrative convergence of the Jacobi method) ⋮ On the convergence of the classical Jacobi method for real symmetric matrices with non-distinct eigenvalues ⋮ Linear convergence of the row cyclic Jacobi and Kogbetliantz methods ⋮ Note on the quadratic convergence of the cyclic Jacobi process ⋮ Eigenvalue computation in the 20th century

Cites Work

• The Jacobi Method for Real Symmetric Matrices
• On the Speed of Convergence of Cyclic and Quasicyclic Jacobi Methods for Computing Eigenvalues of Hermitian Matrices

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