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A method is presented for fast diagonalization of a 2x2 or 3x3 real symmetric matrix, that is determination of its eigenvalues and eigenvectors. The Euler angles of the eigenvectors are computed. A small computer algebra program is used to…

Numerical Analysis · Mathematics 2015-02-17 M. J. Kronenburg

We consider the class of bounded symmetric Jacobi matrices $J$ with positive off-diagonal elements and complex diagonal elements. With each matrix $J$ from this class, we associate the spectral data, which consists of a pair $(\nu,\psi)$.…

Spectral Theory · Mathematics 2023-12-08 Alexander Pushnitski , František Štampach

We look for differential equations satisfied by the generalized Jacobi polynomials which are orthogonal on the interval [-1,1] with respect to the classical weight function for the Jacobi polynomials together with point masses at both…

Classical Analysis and ODEs · Mathematics 2007-05-23 Roelof Koekoek

We propose a new method for computing the eigenvalue decomposition of a dense real normal matrix $A$ through the decomposition of its skew-symmetric part. The method relies on algorithms that are known to be efficiently implemented, such as…

Numerical Analysis · Mathematics 2026-03-31 Simon Mataigne , Kyle A. Gallivan

We consider the inverse dynamic problem for a dynamical system with discrete time associated with a semi-infinite complex Jacobi matrix. We propose two approaches of recovering coefficients from dynamic response operator and answer a…

Analysis of PDEs · Mathematics 2025-05-28 A. S. Mikhaylov , V. S. Mikhaylov

It is proved that the eigenvalues of the Jacobi Tau method for the second derivative operator with Dirichlet boundary conditions are real, negative and distinct for a range of the Jacobi parameters. Special emphasis is placed on the…

Numerical Analysis · Mathematics 2007-05-23 Marios Charalambides , Fabian Waleffe

We look for spectral type differential equations satisfied by the generalized Jacobi polynomials which are orthogonal on the interval [-1,1] with respect to a weight function consisting of the classical Jacobi weight function together with…

Classical Analysis and ODEs · Mathematics 2007-05-23 J. Koekoek , R. Koekoek

This article presents a unified approach to simultaneously compute the Jacobians of several singular matrix transformations in the real, complex, quaternion and octonion cases. Formally, these Jacobians are obtained for real normed division…

Statistics Theory · Mathematics 2012-07-10 Jose A. Diaz-Garcia , Ramón Gutierrez-Sanchez

We present new algorithms for computing the log-determinant of symmetric, diagonally dominant matrices. Existing algorithms run with cubic complexity with respect to the size of the matrix in the worst case. Our algorithm computes an…

Numerical Analysis · Computer Science 2014-08-11 Timothy Hunter , Ahmed El Alaoui , Alexandre Bayen

This paper presents a novel Jacobi-style iteration algorithm for solving the problem of distributed submodular maximization, in which each agent determines its own strategy from a finite set so that the global submodular objective function…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Bin Du , Kun Qian , Christian Claudel , Dengfeng Sun

A previous knowledge of the domains of dependence of an Hamilton Jacobi equation can be useful in its study and approximation. Information of this nature are, in general, difficult to obtain directly from the data of the problem. In this…

Numerical Analysis · Mathematics 2014-11-11 Adriano Festa

We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schr\"odinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary to standard eigenvalue algorithms, which are either…

Numerical Analysis · Mathematics 2022-11-18 Maseim Kenmoe , Ronald Kriemann , Matteo Smerlak , Anton S. Zadorin

In this work, a new algorithm for solving symmetric indefinite systems of linear equations is presented. It factorizes the matrix into the form LDLt using Jacobi rotations in order to increase the pivot's absolute value. Furthermore, Rook's…

Numerical Analysis · Mathematics 2025-01-30 Ibai Coria , Gorka Urkullu , Haritz Uriarte , Igor Fernández de Bustos

The Wigner-von Neumann method, which was previously used for perturbing continuous Schr\"{o}dinger operators, is here applied to their discrete counterparts. In particular, we consider perturbations of arbitrary $T$-periodic Jacobi…

Functional Analysis · Mathematics 2016-06-03 Edmund Judge , Sergey Naboko , Ian Wood

Eigenvalue analysis is widely used for linear instability analysis in both external and internal aerodynamics. It typically involves finding the steady state, linearizing around it to obtain the Jacobian, and then solving for its…

Numerical Analysis · Mathematics 2019-12-19 Shenren Xu

The multi-indexed Jacobi polynomials are the main part of the eigenfunctions of exactly solvable quantum mechanical systems obtained by certain deformations of the P\"oschl-Teller potential (Odake-Sasaki). By fine-tuning the parameter(s) of…

Classical Analysis and ODEs · Mathematics 2015-06-11 C. -L. Ho , R. Sasaki , K. Takemura

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

In this paper, we propose a simple sparse approximate inverse for triangular matrices (SAIT). Using the Jacobi iteration method, we obtain an expression of the exact inverse of triangular matrix, which is a finite series. The SAIT is…

Numerical Analysis · Mathematics 2021-11-19 Zhongjie Lu

We consider positive Jacobi matrices $J$ with compact inverses and consequently with purely discrete spectra. A number of properties of the corresponding sequence of orthogonal polynomials is studied including the convergence of their…

Spectral Theory · Mathematics 2026-02-06 Pavel Šťovíček , Grzegorz Świderski

The solution of parameter-dependent linear systems, by classical methods, leads to an arithmetic effort that grows exponentially in the number of parameters. This renders the multigrid method, which has a well understood convergence theory,…

Numerical Analysis · Mathematics 2020-08-04 Lars Grasedyck , Maren Klever , Christian Löbbert , Tim A. Werthmann
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