engleski

Block Diagonalization of Nearly Diagonal Matrices

In this paper we study the effect of block diagonalization of a nearly diagonal matrix by iterating the related Riccati equatitions. We show that iteration is fast, if the matrix is diagonally dominant or scaled diagonally dominant and the block partion follows an apropriately defined spectral gap. We also show that both kinds of diagonal dominance are not destroyed after the block diagonalization.

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