On the Quadratic Convergence of the Serial Singular Value Decomposition Jacobi Methods for Triangular Matrices
Vjeran Hari · SIAM Journal on Scientific and Statistical Computing · 1989
The quadratic convergence of the serial singular value decomposition (SVD) Jacobi methods for triangular matrices is proved. The obtained bounds are as sharp as those obtained by Wilkinson and Van Kempen for the symmetric Jacobi method. Special attention is paid to finding the structure of almost diagonal essentially triangular matrices with multiple singular values.