9,243 research outputs found
New Structured Matrix Methods for Real and Complex Polynomial Root-finding
We combine the known methods for univariate polynomial root-finding and for
computations in the Frobenius matrix algebra with our novel techniques to
advance numerical solution of a univariate polynomial equation, and in
particular numerical approximation of the real roots of a polynomial. Our
analysis and experiments show efficiency of the resulting algorithms.Comment: 18 page
Novel Approach to Real Polynomial Root-finding and Matrix Eigen-solving
Univariate polynomial root-finding is both classical and important for modern
computing. Frequently one seeks just the real roots of a polynomial with real
coefficients. They can be approximated at a low computational cost if the
polynomial has no nonreal roots, but typically nonreal roots are much more
numerous than the real ones. We dramatically accelerate the known algorithms in
this case by exploiting the correlation between the computations with matrices
and polynomials, extending the techniques of the matrix sign iteration, and
exploiting the structure of the companion matrix of the input polynomial. We
extend some of the proposed techniques to the approximation of the real
eigenvalues of a real nonsymmetric matrix.Comment: 17 pages, added algorithm
A constructive method for decomposing real representations
A constructive method for decomposing finite dimensional representations of
semisimple real Lie algebras is developed. The method is illustrated by an
example. We also discuss an implementation of the algorithm in the language of
the computer algebra system {\sf GAP}4.Comment: Final version; to appear in "Journal of Symbolic Computation
Solving polynomial eigenvalue problems by means of the Ehrlich-Aberth method
Given the matrix polynomial , we
consider the associated polynomial eigenvalue problem. This problem, viewed in
terms of computing the roots of the scalar polynomial , 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
Efficient numerical diagonalization of hermitian 3x3 matrices
A very common problem in science is the numerical diagonalization of
symmetric or hermitian 3x3 matrices. Since standard "black box" packages may be
too inefficient if the number of matrices is large, we study several
alternatives. We consider optimized implementations of the Jacobi, QL, and
Cuppen algorithms and compare them with an analytical method relying on
Cardano's formula for the eigenvalues and on vector cross products for the
eigenvectors. Jacobi is the most accurate, but also the slowest method, while
QL and Cuppen are good general purpose algorithms. The analytical algorithm
outperforms the others by more than a factor of 2, but becomes inaccurate or
may even fail completely if the matrix entries differ greatly in magnitude.
This can mostly be circumvented by using a hybrid method, which falls back to
QL if conditions are such that the analytical calculation might become too
inaccurate. For all algorithms, we give an overview of the underlying
mathematical ideas, and present detailed benchmark results. C and Fortran
implementations of our code are available for download from
http://www.mpi-hd.mpg.de/~globes/3x3/ .Comment: 13 pages, no figures, new hybrid algorithm added, matches published
version, typo in Eq. (39) corrected; software library available at
http://www.mpi-hd.mpg.de/~globes/3x3
- …