On the convergence of the classical Jacobi method for real symmetric matrices with non-distinct eigenvalues |
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| Authors: | H. P. M. van Kempen |
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| Affiliation: | (1) Koninklijke/Shell-Laboratorium, Amsterdam Badhuisweg 3, Amsterdam-N (Holland) |
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| Abstract: | Summary It is proved that the classical Jacobi method for real symmetric matrices with multiple eigenvalues converges quadratically.While this paper was in the press, SCHöNHAGE gave a different proof of the ultimate quadratic convergence of the classical Jacobi method. [See Numer. Math. 6, 410–412 (1964). |
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