Abstract
The Euler-Jacobi method for the solution of the symmetric eigen-value problem uses as basic transformations Euler rotations which diagonalize exactly 3×3 submatrices. We prove that the cyclic Euler-Jacobi method is quadratically convergent for matrices with distinct eigenvalues. We show that the cyclic Euler-Jacobi method is a relaxation method for minimization of a functional measuring the departure of a rotation matrix from being matrix. a diagonalizing.
Original language | English (US) |
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Pages (from-to) | 185-202 |
Number of pages | 18 |
Journal | Numerical Functional Analysis and Optimization |
Volume | 13 |
Issue number | 1-2 |
DOIs | |
State | Published - Jan 1 1992 |
ASJC Scopus subject areas
- Analysis
- Signal Processing
- Computer Science Applications
- Control and Optimization