ON THE QUADRATIC CONVERGENCE OF A GENERALIZATION OF THE JACOBI METHOD TO ARBITRARY MATRICES.
Abstract
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1967
- Accession Number
- AD0668912
Entities
People
- Axel H. Ruhe
Organizations
- University of Texas at Austin