Error analysis of CORDIC-based Jacobi algorithms

The Jacobi algorithm for eigenvalue calculation of symmetric matrices can be performed with a CORDIC algorithm as its basic module. Recently, a simplified Jacobi algorithm, by employing approximate rotations based on CORDIC rotations, was proposed. It fully exploits the binary data structure and reduces the overall computational cost significantly. In this paper an error analysis of the approximate CORDIC-based Jacobi algorithm and the conventional CORDIC-based Jacobi algorithm is performed. The new algorithm behaves numerically better than the conventional CORDIC-based Jacobi algorithm for fixed as well as floating point arithmetic.<
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