A sorted partial Jacobi method and its convergence analysis
type: Item
instance of: scholarly article
title: A sorted partial Jacobi method and its convergence analysis
zbMATH Open document ID: 0896.65034
DOI: 10.1016/S0024-3795(97)00227-9
author: Hongyuan Zha
author: Zhenyue Zhang
published in: Linear Algebra and its Applications
publication date: 1998-09-22T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 65Y20
zbMATH DE Number: 1109495
zbMATH Keywords: eigenvalue
zbMATH Keywords: eigenvector
zbMATH Keywords: Jacobi method
zbMATH Keywords: low rank matrix
zbMATH Keywords: convergence
zbMATH Keywords: algorithm
reviewed by: Frank Uhlig
MaRDI profile type: Publication
cites work: Q3730938
cites work: The Cyclic Jacobi Method for Computing the Principal Values of a Complex Matrix
cites work: Q3359644
cites work: On the Parallel Implementation of Jacobi and Kogbetliantz Algorithms
cites work: An efficient Jacobi-like algorithm for parallel eigenvalue computation
cites work: Q4841315
cites work: Q4841335
cites work: Q3136443
cites work: The regular points of simple functions
cites work: A One-Sided Jacobi Algorithm for Computing the Singular Value Decomposition on a Vector Computer
cites work: The Jacobi method for real symmetric matrices
cites work: On the quadratic convergence of the special cyclic Jacobi method
cites work: Almost diagonal matrices with multiple or close eigenvalues
description: scientific article; zbMATH DE number 1109495