NUMERICAL-METHODS FOR SIMULTANEOUS DIAGONALIZATION

被引：110

作者：

BUNSEGERSTNER, A ^{[1
]}

BYERS, R ^{[1
]}

MEHRMANN, V ^{[1
]}

机构：

[1] UNIV KANSAS,DEPT MATH,LAWRENCE,KS 66045

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1993年 / 14卷 / 04期

关键词：

SIMULTANEOUS DIAGONALIZATION; JACOBI ITERATION; EIGENVALUES; EIGENVECTORS; STRUCTURED EIGENVALUE PROBLEM;

D O I：

10.1137/0614062

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A Jacobi-like algorithm for simultaneous diagonalization of commuting Pairs of complex normal matrices by unitary similarity transformations is presented. The algorithm uses a sequence of similarity transformations by elementary complex rotations to drive the off-diagonal entries to zero. Its asymptotic convergence rate is shown to be quadratic and numerically stable. It preserves the special structure of real matrices, quaternion matrices, and real symmetric matrices.

引用

页码：927 / 949

页数：23

共 49 条

[1]

BARLOW J, 1988, 421 NEW YORK U DEP C

[2]

BERRY M, 1988, PARALLEL ALGORITHM S

[3]

BERRY M, 1986, 1986 P INT C PAR PRO, P433

[4]

BISCHOF CH, 1987, HYPERCUBE MULTIPROCE, P612