Quadratic convergence of scaled matrices in Jacobi method

被引：9

作者：

Matejas, J ^{[1
]}

机构：

[1] Univ Zagreb, Fac Econ, Zagreb 10000, Croatia

来源：

NUMERISCHE MATHEMATIK | 2000年 / 87卷 / 01期

关键词：

D O I：

10.1007/s002110000167

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A quadratic convergence bound for scaled Jacobi iterates is proved provided the initial symmetric positive definite matrix has simple eigenvalues. The bound is expressed in terms of the off-norm of the scaled initial matrix and the minimum relative gap in the spectrum. The obtained result can be used to predict the stopping moment in the two-sided and especially in the one-sided Jacobi method. Mathematics Subject Classification (1991): 65F15, 65G05.

引用

页码：171 / 199

页数：29

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