Full block J-Jacobi method for Hermitian matrices

Singer, Sanja and Hari, Vjeran and Singer, Saša (2014) Full block J-Jacobi method for Hermitian matrices. = Full block J-Jacobi method for Hermitian matrices. Linear Algebra and Its Applications, 444. pp. 1-27. ISSN 0024-3795. Vrsta rada: ["eprint_fieldopt_article_type_article" not defined]. Kvartili JCR: Q2 (2013). Točan broj autora: 3.

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Abstract

The paper considers convergence, accuracy and efficiency of a block J-Jacobi method. The method is a proper BLAS 3 generalization of the known method of Veselic for computing the hyperbolic singular value decomposition of rectangular matrices. At each step, the proposed algorithm diagonalizes the block-pivot submatrix. The convergence is proved for cyclic strategies which are weakly equivalent to the row-cyclic strategy. The relative accuracy is proved under the standard conditions. Numerical tests show improved performance with respect to the block-oriented generalization of the original method of Veselic. Combined with the Hermitian indefinite factorization, the proposed method becomes accurate and efficient eigensolver for Hermitian indefinite matrices. © 2013 Elsevier Inc. All rights reserved.

Item Type: Article (["eprint_fieldopt_article_type_article" not defined])
Keywords (Croatian): Accuracy; Block J-Jacobi method; Convergence; Hermitian matrices; Indefinite matrices; Rectangular matrix; Relative accuracy; Standard conditions; Jacobian matrices; 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: 2 (1.6.2015.)
Quartiles: Q2 (2013)
Citations SCOPUS: 2 (1.6.2015.)
Date Deposited: 01 Jun 2015 12:45
Last Modified: 23 May 2017 11:20
URI: http://repozitorij.fsb.hr/id/eprint/4217

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