Back Jacobi-Verfahren (Eigenwerte) German איטרציות יעקובי למציאת ערכים עצמיים HE Algoritmo degli autovalori di Jacobi Italian ヤコビ法 (固有値問題) Japanese Шкеыҥжым муашлан Йакобин алгоритмже MHR Jacobi-eigenwaardealgoritme Dutch Algoritmo de autovalores de Jacobi Portuguese Метод Якоби для собственных значений Russian Метод обертання Якобі Ukrainian
In numerical linear algebra, the Jacobi eigenvalue algorithm is an iterative method for the calculation of the eigenvalues and eigenvectors of a real symmetric matrix (a process known as diagonalization). It is named after Carl Gustav Jacob Jacobi, who first proposed the method in 1846,[1] but only became widely used in the 1950s with the advent of computers.[2]
- ^ Jacobi, C.G.J. (1846). "Über ein leichtes Verfahren, die in der Theorie der Säkularstörungen vorkommenden Gleichungen numerisch aufzulösen". Crelle's Journal (in German). 1846 (30): 51–94. doi:10.1515/crll.1846.30.51. S2CID 199546177.
- ^ Golub, G.H.; van der Vorst, H.A. (2000). "Eigenvalue computation in the 20th century". Journal of Computational and Applied Mathematics. 123 (1–2): 35–65. doi:10.1016/S0377-0427(00)00413-1.
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