| V. Hari, On sharp quadratic convergence bounds for the serial Jacobi methods, tech. rep., University of Zagreb, Department of Mathematics, YU-41001 Zagreb, P. O. Box 187, Yugoslavia, 1989. |
....with 2 norms equal to the singular values. The left singular vectors that make up the columns of U are then obtained by scaling the columns by these singular values. Algorithm 5. 1 does converge, as proved by Forsythe and Henrici [24] and the asymptotic rate of convergence is quadratic; see [29], 44, Chapter 9] for details. The overall cost of applying Algorithm 5.1 can be reduced by computing a QR factorization of A or A and then applying the algorithm to the square upper triangular factor. Table 5.1: Effect of stopping criterion in Algorithm 5.1. Original stopping criterion off ....
Vjeran Hari. On sharp quadratic convergence bounds for the serial Jacobi methods. Numer. Math., 60:375--406, 1991.
....if 1=2 doesn t work. We have not been able to show that Algorithm 1 with the above modification is globally convergent. 3. Convergence Properties. Algorithm 1 shares many of the desirable properties of algorithms related to the serial Jacobi algorithm for the real symmetric eigenvalue problem [20, 23, 36, 38, 41, 46]. In our experience, Algorithm 1, with the above strategy for avoiding stagnation, converges globally and ultimately quadratically. In this section we establish the local quadratic convergence and numerical stability of Algorithm 1. In parenthetical remarks we give a rough sketch of how the ....
V. Hari, On sharp quadratic convergence bounds for the serial Jacobi methods, tech. report, University of Zagreb, Department of Mathematics, YU-41001 Zagreb, P. O. Box 187, Yugoslavia, 1989.
No context found.
V. Hari, On sharp quadratic convergence bounds for the serial Jacobi methods, tech. rep., University of Zagreb, Department of Mathematics, YU-41001 Zagreb, P. O. Box 187, Yugoslavia, 1989.
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC