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- W2899078904 abstract "In this paper we prove the global convergence of the complex Jacobi method for Hermitian matrices for a large class of generalized serial pivot strategies. For a given Hermitian matrix $A$ of order $n$ we find a constant $gamma<1$ depending on $n$, such that $S(A')leqgamma{S(A)}$, where $A'$ is obtained from $A$ by applying one or more cycles of the Jacobi method and $S(cdot)$ stands for the off-norm. Using the theory of complex Jacobi operators, the result is generalized so it can be used for proving convergence of more general Jacobi-type processes. In particular, we use it to prove the global convergence of Cholesky-Jacobi method for solving the positive definite generalized eigenvalue problem." @default.
- W2899078904 created "2018-11-09" @default.
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- W2899078904 date "2018-10-30" @default.
- W2899078904 modified "2023-09-27" @default.
- W2899078904 title "On the convergence of complex Jacobi methods" @default.
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