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On the convergence of the classical Jacobi method for real symmetric matrices with non-distinct eigenvalues

Published: 01 November 1966 Publication History

Abstract

It is proved that the classical Jacobi method for real symmetric matrices with multiple eigenvalues converges quadratically.

References

[1]
FORSYTHE, G. E., and P. HENRICI: The cyclic Jacobi method. Trans. Amer. Math. Soc. 94, 1-23 (1960).
[2]
GOLDSTINE, H. H., F. J. MURRAY, and J. VON NEUMANN: The Jacobi method for real symmetric matrices. J.A.C.M. 6, 59-96 (1959).
[3]
HANSEN, E. R.: On quasicyclic Jacobi methods. J.A.C.M. 9, 118-135 (1962).
[4]
HENRICI, P.: On the speed of convergence of cyclic and quasicyclic Jacobi methods for computing eigenvalues of Hermitian matrices. J.S.I.A.M. 6, 144-62 (1958).
[5]
POPE, D. E., and C. TOMPKINS: Maximizing functions of rotations. J.A.C.M. 4, 459-466 (1957).
[6]
SCHÖNHAGE, A.: Zur Eonvergenz des Jacobi-Verfahrens. Numer. Math. 3, 374-380 (1961).
[7]
WILKINSON, J. H. : Note on the quadratic convergence of the cyclic Jacobi process. Numer. Math. 4, 296-300 (1962).

Cited By

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  • (2021)Faster proximal algorithms for matrix optimization using Jacobi-based eigenvalue methodsProceedings of the 35th International Conference on Neural Information Processing Systems10.5555/3540261.3541132(11397-11408)Online publication date: 6-Dec-2021
  • (1997)Implementation of Jacobi Rotations for Accurate Singular Value Computation in Floating Point ArithmeticSIAM Journal on Scientific Computing10.1137/S106482759426509518:4(1200-1222)Online publication date: 1-Jul-1997
  • (1991)On the Generalized Schur Decomposition of a Matrix Pencil for Parallel ComputationSIAM Journal on Scientific and Statistical Computing10.5555/3037621.303762212:4(911-939)Online publication date: 1-Jul-1991
  • Show More Cited By

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Information

Published In

cover image Numerische Mathematik
Numerische Mathematik  Volume 9, Issue 1
November 1966
102 pages

Publisher

Springer-Verlag

Berlin, Heidelberg

Publication History

Published: 01 November 1966

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View all
  • (2021)Faster proximal algorithms for matrix optimization using Jacobi-based eigenvalue methodsProceedings of the 35th International Conference on Neural Information Processing Systems10.5555/3540261.3541132(11397-11408)Online publication date: 6-Dec-2021
  • (1997)Implementation of Jacobi Rotations for Accurate Singular Value Computation in Floating Point ArithmeticSIAM Journal on Scientific Computing10.1137/S106482759426509518:4(1200-1222)Online publication date: 1-Jul-1997
  • (1991)On the Generalized Schur Decomposition of a Matrix Pencil for Parallel ComputationSIAM Journal on Scientific and Statistical Computing10.5555/3037621.303762212:4(911-939)Online publication date: 1-Jul-1991
  • (1989)Linear convergence of the row cyclic Jacobi and Kogbetliantz methodsNumerische Mathematik10.1007/BF0139577956:1(73-91)Online publication date: 1-Jan-1989
  • (1980)The relation between the Jacobi algorithm and inverse iteration and a Jacobi algorithm based on elementary reflectionsBIT10.1007/BF0193358920:1(88-96)Online publication date: 1-Mar-1980

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