Abstract
Modifying complex plane rotations, we derive a new Jacobi-type algorithm for the Hermitian eigendecomposition, which uses only real arithmetic. When the fast-scaled rotations are incorporated, the new algorithm brings a substantial reduction in computational costs. The new method has the same convergence properties and parallelism as the symmetric Jacobi algorithm. Computational test results show that it produces accurate eigenvalues and eigenvectors and achieves great reduction in computational time.
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The work of this author was supported in part by the National Science Foundation grant CCR-8813493 and by the University of Minnesota Army High Performance Computing Research Center contract DAAL 03-89-C-0038.
The work of this author was supported in part by the University of Minnesota Army High Performance Computing Research Center contract DAAL 03-89-C-0038.
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Park, H., Hari, V. A real algorithm for the Hermitian eigenvalue decomposition. BIT 33, 158–171 (1993). https://doi.org/10.1007/BF01990351
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DOI: https://doi.org/10.1007/BF01990351