Advances in Jacobi Methods

作者: Zlatko Drmač , Vjeran Hari , Ivan Slapničar

DOI: 10.1007/978-1-4757-4532-0_3

关键词:

摘要: Two-sided and especially one-sided Jacobi methods for solving eigenproblems of Hermitian positive definite symmetric indefinite matrices are reviewed. SVD included in this survey. Special attention is paid to the latest results on accuracy asymptotic convergence scaled iterates by these

参考文章(52)
A. Sch�nhage, Zur quadratischen Konvergenz des Jacobi-Verfahrens Numerische Mathematik. ,vol. 6, pp. 410- 412 ,(1964) , 10.1007/BF01386091
H. Rutishauser, Handbook for Automatic Computation Springer Berlin Heidelberg. ,(1967) , 10.1007/978-3-642-86934-1
Ji-guang Sun, G. W. Stewart, Matrix perturbation theory ,(1990)
James Demmel, On Floating Point Errors in Cholesky University of Tennessee. ,(1989)
I. Slapničar, Accurate Symmetric Eigenreduction by a Jacobi Method Springer Netherlands. pp. 417- 418 ,(1993) , 10.1007/978-94-015-8196-7_52
Vjeran Hari, Structure of almost diagonal matrices Mathematical Communications. ,vol. 4, pp. 135- 158 ,(1999)
Ninoslav Truhar, Ivan Slapničar, Relative perturbation bound for invariant subspaces of graded indefinite Hermitian matrices Linear Algebra and its Applications. ,vol. 301, pp. 171- 185 ,(1999) , 10.1016/S0024-3795(99)00198-6
Vjeran Hari, Krevšimir Veselić, On Jacobi Methods for Singular Value Decompositions SIAM Journal on Scientific and Statistical Computing. ,vol. 8, pp. 741- 754 ,(1987) , 10.1137/0908064
Franklin T. Luk, Haesun Park, On Parallel Jacobi Orderings SIAM Journal on Scientific and Statistical Computing. ,vol. 10, pp. 18- 26 ,(1989) , 10.1137/0910002
Krešimar Veselić, Ivan Slapničar, Floating-point perturbations of Hermitian matrices Linear Algebra and its Applications. ,vol. 195, pp. 81- 116 ,(1993) , 10.1016/0024-3795(93)90258-P