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On the quadratic convergence of the serial singular value decomposition Jacobi methods for triangular matrices. (English) Zbl 0685.65026

Bounds, analogous to the classical bounds of J. H. Wilkinson [Numer. Math. 4, 296-300 (1962; Zbl 0104.345)] and H. P. M. Van Kempen [Numer. Math. 9, 19-22 (1966; Zbl 0229.65038)] for the Jacobi method for the symmetric eigenvalue problem, are proved which establish the quadratic convergence of the “serial singular value decomposition Jacobi” (or “Kogbetliantz”) method for triangular matrices. The results apply in the case of multiple singular values which are not clustered.
Reviewer: A.L.Andrew

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices
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