On the Schur Decomposition of a Matrix for Parallel Computation
IEEE Transactions on Computers
SIAM Journal on Scientific and Statistical Computing
Hamilton and Jacobi Meet Again: Quaternions and the Eigenvalue Problem
SIAM Journal on Matrix Analysis and Applications
The Real Two-Zero Algorithm: A Parallel Algorithm to Reduce a Real Matrix to a Real Schur Form
IEEE Transactions on Parallel and Distributed Systems
On parallel implementation of the one-sided Jacobi algorithm for singular value decompositions
PDP '95 Proceedings of the 3rd Euromicro Workshop on Parallel and Distributed Processing
Improving a parallel algorithm through a visual display
Journal of Computing Sciences in Colleges
An efficient method for computing eigenvalues of a real normal matrix
Journal of Parallel and Distributed Computing
Hi-index | 0.00 |
In this paper we introduce a method for designing efficient Jacobi-like algorithms for eigenvalue decomposition of a real normal matrix. The algorithms use only real arithmetic and achieve ultimate quadratic convergence. A theoretical analysis is conducted and some experimental results are presented.