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.
ASJC Scopus subject areas
- Signal Processing
- Computer Science Applications
- Control and Optimization