The JK method: a procedure for finding the eigenvectors and eigenvalues of a real symmetric matrix
Open Access
- 1 March 1972
- journal article
- research article
- Published by Oxford University Press (OUP) in The Computer Journal
- Vol. 15 (3) , 271-273
- https://doi.org/10.1093/comjnl/15.3.271
Abstract
A procedure for finding the eigenvectors and eigenvalues of a real symmetric matrix, dubbed the ‘JK method,’ is presented. It is similar to Jacobi's classic procedure, but involves only a post-multiplying orthonormal transformation. When both eigenvectors and eigenvalues are wanted, the JK method has advantages, both in computational time and in storage requirements, over Jacobi's procedure.Keywords
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