Jacobi eigenvalue algorithm

E697940

The Jacobi eigenvalue algorithm is an iterative numerical method for computing all eigenvalues and eigenvectors of a real symmetric matrix by applying a sequence of orthogonal similarity transformations.

All labels observed (2)

Label Occurrences
Jacobi eigenvalue algorithm canonical 1
cyclic Jacobi method 1

How this entity was disambiguated

Statements (48)

Predicate Object
instanceOf eigenvalue algorithm ⓘ
iterative method ⓘ
matrix diagonalization method ⓘ
numerical algorithm ⓘ
accuracy high relative accuracy for well-separated eigenvalues ⓘ
advantage conceptually simple ⓘ
high accuracy for eigenvectors ⓘ
produces orthogonal eigenvectors explicitly ⓘ
application principal component analysis ⓘ
quantum mechanics eigenproblems ⓘ
vibration analysis ⓘ
complexity O(n^3) for an n-by-n matrix ⓘ
computes eigenvalues ⓘ
eigenvectors ⓘ
convergenceType global convergence for symmetric matrices ⓘ
coreOperation Jacobi rotations ⓘ
linked to: Givens rotations

plane rotations ⓘ
disadvantage not optimal for large-scale problems ⓘ
relatively slow compared to modern methods ⓘ
field numerical linear algebra ⓘ
goal diagonalize a symmetric matrix ⓘ
historicalPeriod 19th century origin ⓘ
implementation used in some LAPACK routines historically ⓘ
lessSuitableFor sparse matrices ⓘ
very large matrices ⓘ
matrixClass normal matrices (via unitary version) ⓘ
methodType iterative diagonalization ⓘ
namedAfter Carl Gustav Jacob Jacobi ⓘ
operatesOn Hermitian matrices ⓘ
real symmetric matrices ⓘ
output diagonal matrix of eigenvalues ⓘ
orthogonal matrix of eigenvectors ⓘ
pivotSelection largest off-diagonal element strategy ⓘ
propertyPreserved eigenvalues ⓘ
orthogonality of eigenvectors ⓘ
symmetry of the matrix ⓘ
relatedTo Householder transformation methods ⓘ
QR algorithm ⓘ
power iteration ⓘ
requires selection of pivot elements ⓘ
stability numerically stable for symmetric problems ⓘ
stoppingCriterion small off-diagonal elements ⓘ
suitableFor small to medium size dense matrices ⓘ
transformationType orthogonal similarity transformations ⓘ
uses Givens rotations in some formulations ⓘ
variant blocked Jacobi method ⓘ
cyclic Jacobi method ⓘ
parallel Jacobi method ⓘ

How these facts were elicited

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Jacobi matrix → usedIn → Jacobi eigenvalue algorithm ⓘ
Jacobi eigenvalue algorithm → variant → cyclic Jacobi method ⓘ
linked to: Jacobi eigenvalue algorithm