Quadratic convergence of a special quasi-cyclic Jacobi method |
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Authors: | Vjeran Hari |
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Institution: | (1) Department of Mathematics, University of Zagreb, Bijenička 30, 10000 Zagreb, Croatia |
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Abstract: | This paper considers the ultimate asymptotic convergence of a block- oriented, quasi-cyclic Jacobi method for symmetric matrices.
The conclusion applies to the new one-sided Jacobi method for computing the singular value decomposition, recently proposed
by Drmač and Veselić. Using a simple qualitative analysis, the discussion indicates that a quadratic off-norm reduction per
quasi-sweep is to be expected in all perceivable cases.
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Keywords: | Eigenvalues Jacobi method Quadratic convergence |
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