Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem

Yousef Saad

doi:10.1007/s11075-022-01377-w

Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem

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Abstract

The paper revisits the topic of block-Jacobi algorithms for the symmetric eigenvalue problem by proposing a few alternative versions. The main advantage of a block Jacobi method is that it is built entirely from computations with small dense matrices. The proposed mehod is based on a sequence of subspace rotations whose determination requires to solve small Riccati-like correction equation. The paper discusses theoretical and algorithmic aspects of the algorithm, and illustrates its behavior on a few simple examples.

Original language	English (US)
Pages (from-to)	917-944
Number of pages	28
Journal	Numerical Algorithms
Volume	92
Issue number	1
DOIs	https://doi.org/10.1007/s11075-022-01377-w
State	Published - Jan 2023
Externally published	Yes

Bibliographical note

Publisher Copyright:
© 2022, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.

Keywords

Jacobi algorithm
Riccati equations
Symmetric eigenvalue problem

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Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem

Abstract

Bibliographical note

Keywords

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