Pregled bibliografske jedinice broj: 336338
A global convergence proof for cyclic Jacobi methods with block rotations
A global convergence proof for cyclic Jacobi methods with block rotations // SIAM journal on matrix analysis and applications, 31 (2009), 3; 1329-1350 doi:10.1137/090748548 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 336338 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
A global convergence proof for cyclic Jacobi methods with block rotations
Autori
Drmač, Zlatko
Izvornik
SIAM journal on matrix analysis and applications (0895-4798) 31
(2009), 3;
1329-1350
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
eigenvalues; convergence; Jacobi method
Sažetak
This paper introduces a globally convergent block (column-- and row--) cyclic Jacobi method for diagonalization of Hermitian matrices and for computation of the singular value decomposition of general matrices. It is shown that a block rotation (generalization of the Jacobi's $2\times 2$ rotation) must be computed and implemented in a particular way to guarantee global convergence. This solves a long standing open problem of convergence of block cyclic Jacobi methods. The proof includes the convergence of the eigenspaces in the general case of multiple eigenvalues.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
037-0372783-2750 - Spektralne dekompozicije - numericke metode i primjene (Drmač, Zlatko, MZOS ) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb
Profili:
Zlatko Drmač
(autor)
Poveznice na cjeloviti tekst rada:
Pristup cjelovitom tekstu rada doi
siamdl.aip.org
siamdl.aip.org
scitation.aip.org
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
