In [SIAM J. Matrix Anal. Appl., 13 (1992) pp. 1204–1245], Demmel and Veselić present a theoretical and experimental analysis to show that the Jacobi method is more accurate than the $QR$ method when computing the eigenvalues of positive definite matrices. They show that the error caused by the Jacobi method depends on the size of a factor ρ, which is related to the singular values of certain matrices associated with the Jacobi iterates. Their experiments suggest that ρ = O( 1 ). However, in this note a family of matrices and orderings is presented for which ρ = O( N ), where N is the dimension of the matrix.
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Walter F. Mascarenhas (1994) studied this question.
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