Solution to the Complex Eigenproblem by a Norm Reducing Jacobi Type Method
Let C = (c ij ) = A+iZ be a complex n×n matrix having real part A =(a ij ) and imaginary part Z = (z ij ). We construct a complex matrix W = T +iU = W 1 W 2…W k as a product of non-singular two dimensional transformations W j such that the off diagonal elements of W -1 CW =C are arbitrarily small1. The diagonal elements of C are now approximations to the eigenvalues and the columns of W are approximations to the corresponding right eigenvectors.
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