A continuous Jacobi-like approach to the simultaneous reduction of real matrices

DOI10.1016/0024-3795(91)90230-TzbMath0726.65044MaRDI QIDQ804223

Moody T. Chu

Publication date: 1991

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

zbMATH Keywords

optimizationnormal formordinary differential equationsimilarityorbitflowgradient methodJacobi methodsimultaneous reductionQR algorithmQZ algorithmcongruence transformationclosest normal matrixnearest commuting matrix pairorthogonal equivalence reductionorthogonal simultaneous diagonalizationSVD algorithms

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24) Commutativity of matrices (15A27) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical methods for initial value problems involving ordinary differential equations (65L05) Canonical forms, reductions, classification (15A21) Matrix pencils (15A22)

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Matrix differential equations: a continuous realization process for linear algebra problems, On the geodesic nature of Wegner's flow

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