Abstract
Convergence proofs are given for one-sided Jacobi/Hestenes methods for the singular value problem. The limiting form of the matrix iterates for the Hestenes method with optimization when the original matrix is normal is derived; this limiting matrix is block diagonal, where the blocks are multiples of unitary matrices. A variation in the algorithm to guarantee convergence to a diagonal matrix for the symmetric eigenvalue problem is shown. Implementation techniques for parallel computation, in particular, on the hypercube are indicated.
Full Text
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call