Convergence of the Eberlein diagonalization method under generalized serial pivot strategies
Erna Begović Kovač, Ana Perković · ETNA - Electronic Transactions on Numerical Analysis · 2024
The Eberlein method is a Jacobi-type process for solving the eigenvalue problem of an arbitrary matrix. In each iteration two transformations are applied to the underlying matrix, a plane rotation and a non-unitary core transformation. The paper studies the method under the broad class of generalized serial pivot strategies. We prove global convergence of the Eberlein method under the generalized serial pivot strategies with permutations and present several numerical examples.