DocumentCode :
2135096
Title :
Jacobi-like algorithms for eigenvalue decomposition of a real normal matrix using real arithmetic
Author :
Zhou, B.B. ; Brent, R.P.
Author_Institution :
Comput. Sci. Lab., Australian Nat. Univ., Canberra, ACT, Australia
fYear :
1996
fDate :
15-19 Apr 1996
Firstpage :
593
Lastpage :
600
Abstract :
In this paper, we introduce a method for designing efficient Jacobi-like algorithms for eigenvalue decomposition of a real normal matrix. The algorithms use only real arithmetic and achieve ultimate quadratic convergence. A theoretical analysis is conducted and some experimental results are presented
Keywords :
arithmetic; convergence of numerical methods; eigenvalues and eigenfunctions; matrix decomposition; parallel algorithms; Jacobi-like algorithms; eigenvalue decomposition; real arithmetic; real normal matrix; ultimate quadratic convergence; Algorithm design and analysis; Arithmetic; Concurrent computing; Convergence; Design methodology; Eigenvalues and eigenfunctions; Jacobian matrices; Laboratories; Matrix decomposition; Symmetric matrices;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Parallel Processing Symposium, 1996., Proceedings of IPPS '96, The 10th International
Conference_Location :
Honolulu, HI
Print_ISBN :
0-8186-7255-2
Type :
conf
DOI :
10.1109/IPPS.1996.508117
Filename :
508117
Link To Document :
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