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On a class of Jacobi-like procedures for diagonalising arbitrary real matrices

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Summary

A new class of elementary matrices is presented which are convenient in Jacobi-like diagonalisation methods for arbitrary real matrices. It is shown that the presented transformations possess the normreducing property and that they produce an ultimate quadratic convergence even in the case of complex eigenvalues. Finally, a quadratically convergent Jacobi-like algorithm for real matrices with complex eigenvalues is presented.

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Veselić, K. On a class of Jacobi-like procedures for diagonalising arbitrary real matrices. Numer. Math. 33, 157–172 (1979). https://doi.org/10.1007/BF01399551

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