ON THE QUADRATIC CONVERGENCE OF A GENERALIZATION OF THE JACOBI METHOD TO ARBITRARY MATRICES.
TEXAS UNIV AUSTIN COMPUTATION CENTER
Pagination or Media Count:
A method of diagonalizing a general matrix is proved to be ultimately quadratically convergent for all normalizable matrices. The method is a slight modification of a method due to P. J. Eberlein, and it brings the general matrix into a normal one by a combination of unitary plane transformations and plane shears non-unitary. The method is a generalization of the Jacobi Method in that for the case of normal matrices it is equivalent to the method which is given by Goldstine and Horwitz. Author
- Theoretical Mathematics