Numerical Methods for Simultaneousdiagonalization
نویسنده
چکیده
We present a Jacobi-like algorithm for simultaneous diagonalization of commuting pairs of complex normal matrices by unitary similarity transformations. The algorithm uses a sequence of similarity transformations by elementary complex rotations to drive the oo-diagonal entries to zero. We show that its asymptotic convergence rate is quadratic and that it is numerically stable. It preserves the special structure of real matrices, quaternion matrices and real symmetric matrices.
منابع مشابه
Implicit One-step L-stable Generalized Hybrid Methods for the Numerical Solution of First Order Initial Value problems
In this paper, we introduce the new class of implicit L-stable generalized hybrid methods for the numerical solution of first order initial value problems. We generalize the hybrid methods with utilize ynv directly in the right hand side of classical hybrid methods. The numerical experimentation showed that our method is considerably more efficient compared to well known methods used for the n...
متن کاملSymplectic and symmetric methods for the numerical solution of some mathematical models of celestial objects
In the last years, the theory of numerical methods for system of non-stiff and stiff ordinary differential equations has reached a certain maturity. So, there are many excellent codes which are based on Runge–Kutta methods, linear multistep methods, Obreshkov methods, hybrid methods or general linear methods. Although these methods have good accuracy and desirable stability properties such as A...
متن کاملConvergence of Numerical Method For the Solution of Nonlinear Delay Volterra Integral Equations
In this paper, Solvability nonlinear Volterra integral equations with general vanishing delays is stated. So far sinc methods for approximating the solutions of Volterra integral equations have received considerable attention mainly due to their high accuracy. These approximations converge rapidly to the exact solutions as number sinc points increases. Here the numerical solution of nonlinear...
متن کاملUnconditionally Stable Difference Scheme for the Numerical Solution of Nonlinear Rosenau-KdV Equation
In this paper we investigate a nonlinear evolution model described by the Rosenau-KdV equation. We propose a three-level average implicit finite difference scheme for its numerical solutions and prove that this scheme is stable and convergent in the order of O(τ2 + h2). Furthermore we show the existence and uniqueness of numerical solutions. Comparing the numerical results with other methods in...
متن کاملNumerical resolution of large deflections in cantilever beams by Bernstein spectral method and a convolution quadrature.
The mathematical modeling of the large deflections for the cantilever beams leads to a nonlinear differential equation with the mixed boundary conditions. Different numerical methods have been implemented by various authors for such problems. In this paper, two novel numerical techniques are investigated for the numerical simulation of the problem. The first is based on a spectral method utiliz...
متن کامل