Lehrgebiet Mathematische Physik, Fernuniversitat Hagen,
Postf. 940, 58084 Hagen, Germany
Abstract. In this paper we study the effect of block diagonalization of a nearly diagonal matrix by iterating the related Riccati equations. We show that the iteration is fast, if a matrix is diagonally dominant or scaled diagonally dominant and the block partition follows an appropriately defined spectral gap. We also show that both kinds of diagonal dominance are not destroyed after the block diagonalization.
1991 Mathematics Subject Classification. 65F15.