English

Accelerating preconditioned Jacobi methods via perturbation-inspired pivoting

Numerical Analysis 2026-07-25 v1

Abstract

Perturbation theory for symmetric matrices shows that eigenvalues with small spectral gaps are more sensitive to off-diagonal perturbation, implying that different entries affect the eigenvalues unevenly. Building on this insight, we incorporate spectral gap information into the Jacobi method for symmetric eigenvalue problems and propose a new pivoting strategy, which is completely different from classical ones governed solely by the magnitude of the off-diagonal entries. When combined with a mixed-precision preconditioner that diagonalizes the matrix to low precision, numerical experiments demonstrate that the resulting strategy can significantly outperform the classical greedy approach when the original matrix has clustered eigenvalues.

Cite

@article{arxiv.2607.23187,
  title  = {Accelerating preconditioned Jacobi methods via perturbation-inspired pivoting},
  author = {Nian Shao and Yuji Nakatsukasa},
  journal= {arXiv preprint arXiv:2607.23187},
  year   = {2026}
}