On the convergence of cyclic Jacobi-like processes. (English) Zbl 0619.65025
A complex column- and row-cyclic Jacobi-like process of the form \(A^{(k+1)}=U^*_ k,A^{(k)}V_ k+F^{(k)}\), \(k\geq 1\), where \(U_ k\), \(V_ k\) are unitary matrices and \(F^{(k)}\) is a sequence converging to diagonal form, is studied. \(A^{(1)}\) is an arbitrary \(n\times n\) matrix. Necessary and sufficient conditions for the convergence are given. Equivalence classes of cyclic pivot strategies are defined.
Reviewer: L.Boubelíková
MSC:
| 65F15 | Numerical computation of eigenvalues and eigenvectors of matrices |
References:
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