Asymptotic quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices
نویسندگان
چکیده
This report is devoted to the proof of the local (asymptotic) quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices with multiple eigenvalues. At each iteration step, two off-diagonal blocks with the largest Frobenius norm are annihilated which is an extension of the ‘classical’ Jacobi approach to the block case.
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ورودعنوان ژورنال:
- Numerische Mathematik
دوره 136 شماره
صفحات -
تاریخ انتشار 2017