An eigenvalue algorithm for skew-symmetric matrices
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A Jacobi-like algorithm is presented for the skew-symmetric eigenvalue problem. The process constructs iteratively, with elementary orthogonal transformations, a sequence of matrices which converges to the so-called Murnaghan form of the intial matrix.
[1] H. Rutishauser. The Jacobi method for real symmetric matrices , 1966 .
[2] J. H. Wilkinson. The algebraic eigenvalue problem , 1966 .