ISSN : 1226-0657
In this paper, we present a new extended Jacobi method for computing eigenvalues and eigenvectors of Hermitian matrices which does not use any complex arithmetics. This method can be readily applied to skew-Hermitian and real skew-symmetric matrices as well. An example illustrating its computational efficiency is given.
(2000). . SIAM Review, 42(2), 267-293. 10.1137/S0036144599363084.
(1992). . SIAM J. Matrix Anal. Appl., 13(4), 1204-1245. 10.1137/0613074.
(1968). . BIT Numerical Mathematics, 8(3), 210-231. 10.1007/BF01933422.
(1962). . J. Soc. Indust. Appl. Math., 10(1), 74-88. 10.1137/0110007.
(1846). . J. Reine Angew. Math., 30, 51-95.
(1959). . J. Assoc. Comput. Mach., 6, 176-195. 10.1145/320964.320975.
(1993). . SIAM J. Matrix Anal. Appl., 14(3), 619-628. 10.1137/0614043.
(1958). . J. Soc. Indust. Appl. Math., 6(2), 144-162. 10.1137/0106008.