445 research outputs found
Fast Hessenberg reduction of some rank structured matrices
We develop two fast algorithms for Hessenberg reduction of a structured
matrix where is a real or unitary diagonal
matrix and . The proposed algorithm for the
real case exploits a two--stage approach by first reducing the matrix to a
generalized Hessenberg form and then completing the reduction by annihilation
of the unwanted sub-diagonals. It is shown that the novel method requires
arithmetic operations and it is significantly faster than other
reduction algorithms for rank structured matrices. The method is then extended
to the unitary plus low rank case by using a block analogue of the CMV form of
unitary matrices. It is shown that a block Lanczos-type procedure for the block
tridiagonalization of induces a structured reduction on in a block
staircase CMV--type shape. Then, we present a numerically stable method for
performing this reduction using unitary transformations and we show how to
generalize the sub-diagonal elimination to this shape, while still being able
to provide a condensed representation for the reduced matrix. In this way the
complexity still remains linear in and, moreover, the resulting algorithm
can be adapted to deal efficiently with block companion matrices.Comment: 25 page
A CMV--based eigensolver for companion matrices
In this paper we present a novel matrix method for polynomial rootfinding. By
exploiting the properties of the QR eigenvalue algorithm applied to a suitable
CMV-like form of a companion matrix we design a fast and computationally simple
structured QR iteration.Comment: 14 pages, 4 figure
On pole-swapping algorithms for the eigenvalue problem
Pole-swapping algorithms, which are generalizations of the QZ algorithm for
the generalized eigenvalue problem, are studied. A new modular (and therefore
more flexible) convergence theory that applies to all pole-swapping algorithms
is developed. A key component of all such algorithms is a procedure that swaps
two adjacent eigenvalues in a triangular pencil. An improved swapping routine
is developed, and its superiority over existing methods is demonstrated by a
backward error analysis and numerical tests. The modularity of the new
convergence theory and the generality of the pole-swapping approach shed new
light on bi-directional chasing algorithms, optimally packed shifts, and bulge
pencils, and allow the design of novel algorithms
Differential qd algorithm with shifts for rank-structured matrices
Although QR iterations dominate in eigenvalue computations, there are several
important cases when alternative LR-type algorithms may be preferable. In
particular, in the symmetric tridiagonal case where differential qd algorithm
with shifts (dqds) proposed by Fernando and Parlett enjoys often faster
convergence while preserving high relative accuracy (that is not guaranteed in
QR algorithm). In eigenvalue computations for rank-structured matrices QR
algorithm is also a popular choice since, in the symmetric case, the rank
structure is preserved. In the unsymmetric case, however, QR algorithm destroys
the rank structure and, hence, LR-type algorithms come to play once again. In
the current paper we discover several variants of qd algorithms for
quasiseparable matrices. Remarkably, one of them, when applied to Hessenberg
matrices becomes a direct generalization of dqds algorithm for tridiagonal
matrices. Therefore, it can be applied to such important matrices as companion
and confederate, and provides an alternative algorithm for finding roots of a
polynomial represented in the basis of orthogonal polynomials. Results of
preliminary numerical experiments are presented
Quasiseparable Hessenberg reduction of real diagonal plus low rank matrices and applications
We present a novel algorithm to perform the Hessenberg reduction of an
matrix of the form where is diagonal with
real entries and and are matrices with . The
algorithm has a cost of arithmetic operations and is based on the
quasiseparable matrix technology. Applications are shown to solving polynomial
eigenvalue problems and some numerical experiments are reported in order to
analyze the stability of the approac
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