Jacobi-like Algorithms for Eigenvalue Decomposition of a Real Normal Matrix Using Real Arithmetic

Bing Bing Zhou
Computer Sciences Laboratory, RSISE, ANU, ACT 0200, Australia.
bing@cslab.anu.edu.au

Richard P. Brent
Computer Sciences Laboratory, RSISE, ANU, ACT 0200, Australia.
rpb@cslab.anu.edu.au

Abstract

In this paper we introduce a method for designing efficient Jacobi-like algorithms for eigenvalue decomposition of a real normal matrix. The algorithms use only real arithmetic and achieve ultimate quadratic convergence. A theoretical analysis is conducted and some experimental results are presented.

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