A sorted partial Jacobi method and its convergence analysis
For a low rank \(d\) plus shift \(M \times M\) matrix \(B\), a sorted partial Jacobi method is introduced and investigated. This algorithm can compute the eigenstructure of such matrices \(B\) in \(O(M^2d)\) operations with quadratic convergence for all such symmetric \(B\) that are nearly low rank \(d\) plus a shift.
scientific article; zbMATH DE number 1109495
scientific article