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Mathematics of Computation

Published by the American Mathematical Society, the Mathematics of Computation (MCOM) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

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

The 2020 MCQ for Mathematics of Computation is 1.98.

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A new algorithm for diagonalizing a real symmetric matrix
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by C. Donald LaBudde PDF
Math. Comp. 18 (1964), 118-123 Request permission

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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Additional Information
  • © Copyright 1964 American Mathematical Society
  • Journal: Math. Comp. 18 (1964), 118-123
  • MSC: Primary 65.35
  • DOI: https://doi.org/10.1090/S0025-5718-1964-0160319-5
  • MathSciNet review: 0160319