Accuracy of the Jacobi Method on Scaled Diagonally Dominant Symmetric Matrices

For a symmetric positive semidefinite diagonally dominant matrix, if its off-diagonal entries and its diagonally dominant parts for all rows (which are defined for a row as the diagonal entry subtracted by the sum of absolute values of off-diagonal ...

This paper presents a new stochastic preconditioning approach for large sparse matrices. For the class of matrices that are rowwise and columnwise irreducibly diagonally dominant, we prove that an incomplete $\rm{LDL^T}$ factorization in a symmetric ...

The two-sided Jacobi method for singular value decomposition (SVD) has the advantage of obtaining singular vectors quickly and accurately. In previous research, fast and accurate implementations of the two-sided Jacobi method have been achieved ...