engleski

Efficient Eigenvalue Computation by Block Modification of the Indefinite One-Sided Jacobi Algorithm

Besides accuracy a modern eigenvalue algorithm should have comparable efficiency with other algorithms for the same purpose. We show how to improve performance of the one-sided Jacobi algorithm. It can be ``blocked'' in a similar manner as the ordinary one, but instead of the ordinary CS decomposition, we need an indefinite version of the CS decomposition.

Eigenvalue computation; indefinite Jacobi algorithm; block algorithm

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