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http://dx.doi.org/10.7468/jksmeb.2011.18.3.185

A SIMPLE AUGMENTED JACOBI METHOD FOR HERMITIAN AND SKEW-HERMITIAN MATRICES  

Min, Cho-Hong (Department of Mathematics, Ewha Womans University)
Lee, Soo-Joon (Department of Mathematics and Research Institute for Basic Sciences, Kyung Hee University)
Kim, Se-Goo (Department of Mathematics and Research Institute for Basic Sciences, Kyung Hee University)
Publication Information
The Pure and Applied Mathematics / v.18, no.3, 2011 , pp. 185-199 More about this Journal
Abstract
In this paper, we present a new extended Jacobi method for computing eigenvalues and eigenvectors of Hermitian matrices which does not use any complex arithmetics. This method can be readily applied to skew-Hermitian and real skew-symmetric matrices as well. An example illustrating its computational efficiency is given.
Keywords
Jacobi method; Hermitian matrix; eigenvalue and eigenvector;
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