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Algorithms have two costs: arithmetic and communication. The latter represents the cost of moving data, either between levels of a memory hierarchy, or between processors over a network. Communication often dominates arithmetic and…

Numerical Analysis · Mathematics 2010-11-16 Grey Ballard , James Demmel , Ioana Dumitriu

The paper describes several efficient parallel implementations of the one-sided hyperbolic Jacobi-type algorithm for computing eigenvalues and eigenvectors of Hermitian matrices. By appropriate blocking of the algorithms an almost ideal…

Numerical Analysis · Computer Science 2020-03-18 Sanja Singer , Sasa Singer , Vedran Novakovic , Davor Davidovic , Kresimir Bokulic , Aleksandar Uscumlic

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

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

Many large-scale scientific computations require eigenvalue solvers in a scaling regime where efficiency is limited by data movement. We introduce a parallel algorithm for computing the eigenvalues of a dense symmetric matrix, which…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-19 Edgar Solomonik , Grey Ballard , James Demmel , Torsten Hoefler

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

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

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

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

Optimization and Control · Mathematics 2025-10-16 Ling Liang , Qiyuan Pang , Kim-Chuan Toh , Haizhao Yang

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

In 1981 Hong and Kung proved a lower bound on the amount of communication needed to perform dense, matrix-multiplication using the conventional $O(n^3)$ algorithm, where the input matrices were too large to fit in the small, fast memory. In…

Computational Complexity · Computer Science 2011-09-20 Grey Ballard , James Demmel , Olga Holtz , Oded Schwartz

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

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

The communication cost of algorithms (also known as I/O-complexity) is shown to be closely related to the expansion properties of the corresponding computation graphs. We demonstrate this on Strassen's and other fast matrix multiplication…

Data Structures and Algorithms · Computer Science 2011-09-12 Grey Ballard , James Demmel , Olga Holtz , Oded Schwartz

A real persymmetric Jacobi matrix of order $n$ whose eigenvalues are $2k^2$ $(k=0, ..., n-1)$ is presented, with entries given as explicit functions of $n$. Besides the possible use for testing forward and inverse numerical algorithms, such…

Mathematical Physics · Physics 2019-10-21 Ruggero Vaia , Lidia Spadini

We propose a spectral method by using the Jacobi functions for computing eigenvalue gaps and their distribution statistics of the fractional Schr\"{o}dinger operator (FSO). In the problem, in order to get reliable gaps distribution…

Numerical Analysis · Mathematics 2021-10-26 Weizhu Bao , Lizhen Chen , Xiaoyun Jiang , Ying Ma

For a general third-order tensor $\mathcal{A}\in\mathbb{R}^{n\times n\times n}$ the paper studies two closely related problems, an SVD-like tensor decomposition and an (approximate) tensor diagonalization. We develop a Jacobi-type algorithm…

Numerical Analysis · Mathematics 2024-03-20 Erna Begovic

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

Parallel matrix multiplication is one of the most studied fundamental problems in distributed and high performance computing. We obtain a new parallel algorithm that is based on Strassen's fast matrix multiplication and minimizes…

Data Structures and Algorithms · Computer Science 2012-02-16 Grey Ballard , James Demmel , Olga Holtz , Benjamin Lipshitz , Oded Schwartz
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