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Jacobis Algorithm on Compact Lie Algebras

Kleinsteuber, M; Helmke, Uwe; Hueper, Knut

Description

A generalization of the cyclic Jacobi algorithm is proposed that works in an arbitrary compact Lie algebra. This allows, in particular, a unified treatment of Jacobi algorithms on different classes of matrices, e.g., skew-symmetric or skew-Hermitian Hamiltonian matrices. Wildberger has established global, linear convergence of the algorithm for the classical Jacobi method on compact Lie algebras. Here we prove local quadratic convergence for general cyclic Jacobi schemes.

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
URI: http://hdl.handle.net/1885/80344
Source: SIAM Journal on Matrix Analysis and Applications
DOI: 10.1137/S0895479802420069

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