Jacobi’s Method is More Accurate than QR
Copyright policy )Jacobi’s Method is More Accurate than QR
A new perturbation theory for eigenvalues and eigenvectors of symmetric definite matrices and matrix pencils is presented. It gives relative error bounds of the eigenvalues as well as of the components of the eigenvectors. Applying formal error analysis and numerical experiments the authors show that the Jacobi method to solve the eigenvalue problem has certain advantages in comparison with some other ones, in particular, with the QR-method. The presentation is given in details and illustrated by numerical examples.
Numerical computation of eigenvalues and eigenvectors of matrices, numerical examples, singular value decomposition, eigenvectors, error bounds, symmetric definite matrices, matrix pencil, eigenvalue, Matrix pencils, Jacobi method, QR-method, error analysis
Numerical computation of eigenvalues and eigenvectors of matrices, numerical examples, singular value decomposition, eigenvectors, error bounds, symmetric definite matrices, matrix pencil, eigenvalue, Matrix pencils, Jacobi method, QR-method, error analysis
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