Convergence of the Eberlein diagonalization method under the generalized serial pivot strategies

Autor: Begovic, Erna, Perkovic, Ana
Rok vydání: 2022
Předmět:
Zdroj: Electron. Trans. Numer. Anal. 60 (2024) 238-255
Druh dokumentu: Working Paper
DOI: 10.1553/etna_vol60s238
Popis: The Eberlein method is a Jacobi-type process for solving the eigenvalue problem of an arbitrary matrix. In each iteration two transformations are applied on the underlying matrix, a plane rotation and a non-unitary elementary transformation. The paper studies the method under the broad class of generalized serial pivot strategies. We prove the global convergence of the Eberlein method under the generalized serial pivot strategies with permutations and present several numerical examples.
Comment: 16 pages, 3 figures
Databáze: arXiv