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An eigenvalue algorithm for skew-symmetric matrices

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Abstract

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.

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References

  1. Paardekooper, M. H. C.: An Eigevalue Algorithm based on Normreducing Transformations. Thesis Technological University of Eindhoven. 1969.

  2. Rutishauser, H.: The Jacobi-method for Real Symmetric Matrices. Num. Math.9, 1–10 (1966).

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  3. Wilkinson, J. H.: The Algebraic Eigenvalue Problem. XVIII+662p. Oxford: Clarendon Press 1965.

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Authors and Affiliations

  1. Social Sciences and Law, Tilburg School of Economics, Tilburg, The Netherlands

    M. H. C. Paardekooper

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  1. M. H. C. Paardekooper
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Paardekooper, M.H.C. An eigenvalue algorithm for skew-symmetric matrices. Numer. Math. 17, 189–202 (1971). https://doi.org/10.1007/BF01436375

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  • DOI: https://doi.org/10.1007/BF01436375

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