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We describe two main classes of one-sided trigonometric and hyperbolic Jacobi-type algorithms for computing eigenvalues and eigenvectors of Hermitian matrices. These types of algorithms exhibit significant advantages over many other…

Numerical Analysis · Computer Science 2020-03-18 Sanja Singer , Sasa Singer , Vedran Novakovic , Aleksandar Uscumlic , Vedran Dunjko

Dual quaternion matrices have various applications in robotic research and its spectral theory has been extensively studied in recent years. In this paper, we extend Jacobi method to compute all eigenpairs of dual quaternion Hermitian…

Numerical Analysis · Mathematics 2024-06-26 Yongjun Chen , Liping Zhang

We present a fast Jacobi-like algorithm for computing the eigenvalues, and optionally the eigenvectors, of a real normal matrix. The method gains a computational advantage by using Paardekooper's method for skew-symmetric matrices The…

Numerical Analysis · Mathematics 2026-05-27 Simon Mataigne , P. -A. Absil

A one-sided Jacobi hyperbolic singular value decomposition (HSVD) algorithm, using a massively parallel graphics processing unit (GPU), is developed. The algorithm also serves as the final stage of solving a symmetric indefinite eigenvalue…

Numerical Analysis · Computer Science 2011-11-28 Vedran Novakovic , Sanja Singer

We analyze several versions of Jacobi's method for the symmetric eigenvalue problem. Our goal is to reduce the asymptotic cost of the algorithm as much as possible, as measured by the number of arithmetic operations performed and associated…

Numerical Analysis · Mathematics 2026-04-21 James Demmel , Hengrui Luo , Ryan Schneider , Yifu Wang

The paper considers the convergence of the complex block Jacobi diagonalization methods under the large set of the generalized serial pivot strategies. The global convergence of the block methods for Hermitian, normal and $J$-Hermitian…

Numerical Analysis · Mathematics 2024-11-08 Erna Begovic , Vjeran Hari

Jacobi's method is a well-known algorithm in linear algebra to diagonalize symmetric matrices by successive elementary rotations. We report about the generalization of these elementary rotations towards canonical transformations acting in…

Mathematical Physics · Physics 2021-05-19 Christian Baumgarten

We present a hierarchically blocked one-sided Jacobi algorithm for the singular value decomposition (SVD), targeting both single and multiple graphics processing units (GPUs). The blocking structure reflects the levels of GPU's memory…

Numerical Analysis · Computer Science 2015-02-05 Vedran Novaković

A very common problem in science is the numerical diagonalization of symmetric or hermitian 3x3 matrices. Since standard "black box" packages may be too inefficient if the number of matrices is large, we study several alternatives. We…

Computational Physics · Physics 2008-11-26 Joachim Kopp

This paper presents a Jacobi-type iteration for computing a given specified eigenpair of a symmetric matrix. For a certain class of diagonally dominant matrices, the procedure is shown to converge at a linear rate depending on how the…

Numerical Analysis · Mathematics 2026-05-26 Luca Gemignani

The eigenvalue problem is a fundamental problem in scientific computing. In this paper, we first give the error analysis for a single step or sweep of Jacobi's method in floating point arithmetic. Then we propose a mixed precision…

Numerical Analysis · Mathematics 2025-02-25 Zhiyuan Zhang , Zheng-Jian Bai

In this paper, we propose a two-level block preconditioned Jacobi-Davidson (BPJD) method for efficiently solving discrete eigenvalue problems resulting from finite element approximations of $2m$th ($m = 1, 2$) order symmetric elliptic…

Numerical Analysis · Mathematics 2023-04-13 Qigang Liang , Wei Wang , Xuejun Xu

In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…

Numerical Analysis · Mathematics 2025-09-16 Cristian Rusu

High fidelity scientific simulations modeling physical phenomena typically require solving large linear systems of equations which result from discretization of a partial differential equation (PDE) by some numerical method. This step often…

Mathematical Software · Computer Science 2020-07-01 Mohammad Shafaet Islam , Qiqi Wang

In this paper we are concerned to find the eigenvalues and eigenvectors of a real symetric matrix by applying a new numerical method similar to Jacobi method. Our approch consists to use a new orthogonal matrix. The computation of the…

Numerical Analysis · Mathematics 2020-03-30 Nassim Guerraiche

The adoption of hybrid GPU-CPU nodes in traditional supercomputing platforms opens acceleration opportunities for electronic structure calculations in materials science and chemistry applications, where medium sized Hermitian generalized…

Numerical Analysis · Computer Science 2012-07-10 Raffaele Solcà , Thomas C. Schulthess , Azzam Haidar , Stanimire Tomov , Ichitaro Yamazaki , Jack Dongarra

The classic method for computing the spectral decomposition of a real symmetric matrix, the Jacobi algorithm, can be accelerated by using mixed precision arithmetic. The Jacobi algorithm is aiming to reduce the off-diagonal entries…

Numerical Analysis · Mathematics 2025-09-03 Zhengbo Zhou

We present an improved form of the algorithm for constructing Jacobi rotations. This is simultaneously a more accurate code for finding the eigenvalues and eigenvectors of a real symmetric 2x2 matrix.

Numerical Analysis · Computer Science 2018-06-22 Carlos F. Borges

The paper studies the global convergence of the block Jacobi me\-thod for symmetric matrices. Given a symmetric matrix $A$ of order $n$, the method generates a sequence of matrices by the rule $A^{(k+1)}=U_k^TA^{(k)}U_k$, $k\geq0$, where…

Numerical Analysis · Mathematics 2017-06-27 Vjeran Hari , Erna Begovic

We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…

Numerical Analysis · Mathematics 2015-09-22 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow
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