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Mathematics of Computation

ISSN 1088-6842(online) ISSN 0025-5718(print)

 

 

A new algorithm for diagonalizing a real symmetric matrix


Author: C. Donald LaBudde
Journal: Math. Comp. 18 (1964), 118-123
MSC: Primary 65.35
MathSciNet review: 0160319
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Abstract: The algorithm described in this paper is essentially a Jacobi-like procedure employing Householder and Jacobi orthogonal similarity transformations successively on a real symmetric matrix to obtain, in the limit, a diagonal matrix of eigenvalues. The columns of the product matrix of all the orthogonal transformations, taken in the proper order, form a complete orthonormal set of eigenvectors.


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DOI: https://doi.org/10.1090/S0025-5718-1964-0160319-5
Article copyright: © Copyright 1964 American Mathematical Society