Convergence of the Eberlein diagonalization method under the generalized serial pivot strategies
Numerical Analysis
2024-07-12 v2 Numerical Analysis
Abstract
The Eberlein method is a Jacobi-type process for solving the eigenvalue problem of an arbitrary matrix. In each iteration two transformations are applied on the underlying matrix, a plane rotation and a non-unitary elementary transformation. The paper studies the method under the broad class of generalized serial pivot strategies. We prove the global convergence of the Eberlein method under the generalized serial pivot strategies with permutations and present several numerical examples.
Cite
@article{arxiv.2212.07774,
title = {Convergence of the Eberlein diagonalization method under the generalized serial pivot strategies},
author = {Erna Begovic and Ana Perkovic},
journal= {arXiv preprint arXiv:2212.07774},
year = {2024}
}
Comments
16 pages, 3 figures