Block-oriented J-Jacobi methods for Hermitian matrices

Singer, Sanja and Hari, Vjeran and Singer, Saša (2010) Block-oriented J-Jacobi methods for Hermitian matrices. = Block-oriented J-Jacobi methods for Hermitian matrices. Linear Algebra and Its Applications, 433 (8-10). pp. 1491-1512. ISSN 0024-3795. Vrsta rada: ["eprint_fieldopt_article_type_article" not defined]. Kvartili JCR: Q2 (2010). Točan broj autora: 3.

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Abstract

The paper describes a way how one-sided Jacobi-type algorithm of Veselic for computing the hyperbolic singular value decomposition of rectangular matrices can be modified to work with blocks. The proposed modification preserves the relative accuracy property of the original algorithm and essentially improves its performance. Special attention is devoted to proving the global convergence of the method under some important classes of block-oriented pivot strategies. As numerical tests indicate, the block-oriented J-Jacobi methods combined with the Hermitian indefinite factorization, become efficient and accurate eigensolvers for Hermitian indefinite matrices. © 2010 Elsevier Inc. All rights reserved.

Item Type:	Article (["eprint_fieldopt_article_type_article" not defined])
Keywords (Croatian):	Block-oriented pivot strategies; Convergence; Eigensolvers; Global convergence; Hermitian matrices; Hermitians; Jacobi algorithm; Jacobi methods; Numerical tests; Original algorithms; Rectangular matrix; Relative accuracy; Algorithms; Jacobian matrices; Singular value decomposition; Convergence of numerical methods
Subjects:	NATURAL SCIENCES > Mathematics TECHNICAL SCIENCE
Divisions:	1500 Chair of Mathematics
Indexed in Web of Science:	Yes
Indexed in Current Contents:	Yes
Citations JCR:	7 (29.6.2015.)
Quartiles:	Q2 (2010)
Citations SCOPUS:	6 (29.6.2015.)
Date Deposited:	17 Apr 2015 07:48
Last Modified:	23 May 2017 11:21
URI:	http://repozitorij.fsb.hr/id/eprint/3583

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