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Jacobi algorithm for symmetric eigenvalue problem and integrable gradient system of Lax form

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Abstract

An intimate connection between matrix eigenvalue algorithms and integrable dynamical systems is studied. It is proved that an infinitesimal rotation of each step of the Jacobi algorithm for symmetric eigenvalue problem is an integrable gradient system of Lax form.

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Nakamura, Y. Jacobi algorithm for symmetric eigenvalue problem and integrable gradient system of Lax form. Japan J. Indust. Appl. Math. 14, 159–168 (1997). https://doi.org/10.1007/BF03167262

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  • DOI: https://doi.org/10.1007/BF03167262

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