Implicit QR algorithms for palindromic and even eigenvalue problems

In the spirit of the Hamiltonian QR algorithm and other bidirectional chasing algorithms, a structure-preserving variant of the implicit QR algorithm for palindromic eigenvalue problems is proposed. This new palindromic QR algorithm is strongly backward stable and requires less operations than the standard QZ algorithm, but is restricted to matrix classes where a preliminary reduction to structured Hessenberg form can be performed. By an extension of the implicit Q theorem, the palindromic QR algorithm is shown to be equivalent to a previously developed explicit version. Also, the classical convergence theory for the QR algorithm can be extended to prove local quadratic convergence. We briefly demonstrate how even eigenvalue problems can be addressed by similar techniques. © 2008 Springer Science+Business Media, LLC

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

Solving polynomial eigenvalue problems by means of the Ehrlich-Aberth method

Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in polynomial form rather than in matrix form by means of the Ehrlich-Aberth iteration. The main computational issues are discussed, namely, the choice of the starting approximations needed to start the Ehrlich-Aberth iteration, the computation of the Newton correction, the halting criterion, and the treatment of eigenvalues at infinity. We arrive at an effective implementation which provides more accurate approximations to the eigenvalues with respect to the methods based on the QZ algorithm. The case of polynomials having special structures, like palindromic, Hamiltonian, symplectic, etc., where the eigenvalues have special symmetries in the complex plane, is considered. A general way to adapt the Ehrlich-Aberth iteration to structured matrix polynomial is introduced. Numerical experiments which confirm the effectiveness of this approach are reported.Comment: Submitted to Linear Algebra App

A CMV--based eigensolver for companion matrices

In this paper we present a novel matrix method for polynomial rootfinding. The roots are approximated by computing the eigenvalues of a permuted version of the companion matrix associated with the polynomial in block upper Hessenberg form with possibly nonsquare subdiagonal blocks. It is shown that this form, referred to as a lower staircase form of the companion matrix in reference to its characteristic appearance, is well suited for the application of the QR eigenvalue algorithm. In particular, each matrix generated under this iteration is block upper Hessenberg and, moreover, all its submatrices located in a specified upper triangular portion are of rank two at most with entries represented by means of four given vectors. By exploiting these properties we design a fast and computationally simple structured QR iteration which computes the eigenvalues of a companion matrix of size $n$ in lower staircase form using $O(n^2)$ flops and $O(n)$ memory storage. This iteration is theoretically faster than other fast variants of the QR iteration for companion matrices in customary Hessenberg form. Numerical experiments show the efficiency and the accuracy of the proposed approach

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

Palindromic linearization and numerical solution of nonsymmetric algebraic T-Riccati equations

We identify a relationship between the solutions of a nonsymmetric algebraic T Riccati equation (T -NARE) and the deflating subspaces of a palindromic matrix pencil, obtained by arranging the coefficients of the T -NARE. The interplay between T NAREs and palindromic pencils allows one to derive both theoretical properties of the solutions of the equation, and new methods for its numerical solution. In particular, we propose methods based on the (palindromic) QZ algorithm and the doubling algorithm, whose effectiveness is demonstrated by several numerical tests