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Hamilton and Jacobi Meet Again: Quaternions and the Eigenvalue Problem

. SIAM Journal on Matrix Analysis and Applications, 16 (2): 421--435 (1995)

Abstract

. The algebra isomorphism between M 4 (R) and HØmega\Gamma , where H is the algebra of quaternions, has unexpected computational payoff: it helps construct an orthogonal similarity that 2 \Theta 2 block-diagonalizes a 4 \Theta 4 symmetric matrix. Replacing plane rotations with these more powerful 4 \Theta 4 rotations leads to a quaternion-Jacobi method in which the `weight' of 4 elements (in a 2 \Theta 2 block) is transferred all at once onto the diagonal. Quadratic convergence sets in sooner, ...

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