NUMERICAL-METHODS FOR SIMULTANEOUS DIAGONALIZATION

Authors
BUNSEGERSTNER A BYERS R MEHRMANN V
Citation
A. Bunsegerstner et al., NUMERICAL-METHODS FOR SIMULTANEOUS DIAGONALIZATION, SIAM journal on matrix analysis and applications, 14(4), 1993, pp. 927-949
Citations number
49
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on matrix analysis and applications → ACNP
ISSN journal
08954798
Volume
14
Issue
4
Year of publication
1993
Pages
927 - 949
Database
ISI
SICI code
0895-4798(1993)14:4<927:NFSD>2.0.ZU;2-8
Abstract
A Jacobi-like algorithm for simultaneous diagonalization of commuting Pairs of complex normal matrices by unitary similarity transformations is presented. The algorithm uses a sequence of similarity transformat ions by elementary complex rotations to drive the off-diagonal entries to zero. Its asymptotic convergence rate is shown to be quadratic and numerically stable. It preserves the special structure of real matric es, quaternion matrices, and real symmetric matrices.