Exercise "matrix diagonalization"
- Implement the Jacobi rotation method for matrix diagonalization
using the cyclic Jacobi algorithm.
- Investigate the time it takes to diagonalize a matrix with
classic and cyclic Jacobi algorithms for the following classes of
(real symmetric) matrices:
- random matrices;
- matrices which are diagonal except for the last column, which is
random.
- Implement the inverse iteration method.
- Compare the effectiveness of the Jacobi rotation method and inverse
iteration method:
- when only few eigenvalues are needed
- when all eigenvalues should be calculated