Jacobi eigenvalue algorithm (All eigenvalues; Any eigenvalue Eigenvalues (Iterative Methods))

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Time Complexity

$O(n^{2})$

Space Complexity

$O(n^{2})$? words

(Computes and stores results of GSG^T iterations)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1846

Reference

https://gdz.sub.uni-goettingen.de/id/PPN243919689_0030