Kronecker's canonical form and the QZ algorithm

AbstractThis paper examines the behavior of the QZ algorithm which is to be expected when A−λB is close to a singular pencil. The predicted results are fully confirmed by practical experience of using the QZ algorithm on examples of this kind

On a theorem of Feingold

AbstractWe discuss an extension of a theorem which is apparently due to Feingold. Both the theorem and its extension follow mutatis mutandis from the corresponding material associated with the Bauer-Fike theorem. Feingold made no claims for his result and indeed referred to it as trivial. Although it proves to be rather disappointing, an understanding of the source of its weakness is instructive and leads to related techniques which are of greater value

The Asymptotics of Wilkinson's Iteration: Loss of Cubic Convergence

One of the most widely used methods for eigenvalue computation is the $QR$ iteration with Wilkinson's shift: here the shift $s$ is the eigenvalue of the bottom $2\times 2$ principal minor closest to the corner entry. It has been a long-standing conjecture that the rate of convergence of the algorithm is cubic. In contrast, we show that there exist matrices for which the rate of convergence is strictly quadratic. More precisely, let $T_X$ be the $3 \times 3$ matrix having only two nonzero entries $(T_X)_{12} = (T_X)_{21} = 1$ and let $T_L$ be the set of real, symmetric tridiagonal matrices with the same spectrum as $T_X$. There exists a neighborhood $U \subset T_L$ of $T_X$ which is invariant under Wilkinson's shift strategy with the following properties. For $T_0 \in U$, the sequence of iterates $(T_k)$ exhibits either strictly quadratic or strictly cubic convergence to zero of the entry $(T_k)_{23}$. In fact, quadratic convergence occurs exactly when $\lim T_k = T_X$. Let $X$ be the union of such quadratically convergent sequences $(T_k)$: the set $X$ has Hausdorff dimension 1 and is a union of disjoint arcs $X^\sigma$ meeting at $T_X$, where $\sigma$ ranges over a Cantor set.Comment: 20 pages, 8 figures. Some passages rewritten for clarit

Comparison of local pole assignment methods

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/76770/1/AIAA-20171-818.pd

Spectral Statistics: From Disordered to Chaotic Systems

The relation between disordered and chaotic systems is investigated. It is obtained by identifying the diffusion operator of the disordered systems with the Perron-Frobenius operator in the general case. This association enables us to extend results obtained in the diffusive regime to general chaotic systems. In particular, the two--point level density correlator and the structure factor for general chaotic systems are calculated and characterized. The behavior of the structure factor around the Heisenberg time is quantitatively described in terms of short periodic orbits.Comment: uuencoded file with 1 eps figure, 4 page

A weakly stable algorithm for general Toeplitz systems

We show that a fast algorithm for the QR factorization of a Toeplitz or Hankel matrix A is weakly stable in the sense that R^T.R is close to A^T.A. Thus, when the algorithm is used to solve the semi-normal equations R^T.Rx = A^Tb, we obtain a weakly stable method for the solution of a nonsingular Toeplitz or Hankel linear system Ax = b. The algorithm also applies to the solution of the full-rank Toeplitz or Hankel least squares problem.Comment: 17 pages. An old Technical Report with postscript added. For further details, see http://wwwmaths.anu.edu.au/~brent/pub/pub143.htm

Approach to ergodicity in quantum wave functions

According to theorems of Shnirelman and followers, in the semiclassical limit the quantum wavefunctions of classically ergodic systems tend to the microcanonical density on the energy shell. We here develop a semiclassical theory that relates the rate of approach to the decay of certain classical fluctuations. For uniformly hyperbolic systems we find that the variance of the quantum matrix elements is proportional to the variance of the integral of the associated classical operator over trajectory segments of length $T_H$, and inversely proportional to $T_H^2$, where $T_H=h\bar\rho$ is the Heisenberg time, $\bar\rho$ being the mean density of states. Since for these systems the classical variance increases linearly with $T_H$, the variance of the matrix elements decays like $1/T_H$. For non-hyperbolic systems, like Hamiltonians with a mixed phase space and the stadium billiard, our results predict a slower decay due to sticking in marginally unstable regions. Numerical computations supporting these conclusions are presented for the bakers map and the hydrogen atom in a magnetic field.Comment: 11 pages postscript and 4 figures in two files, tar-compressed and uuencoded using uufiles, to appear in Phys Rev E. For related papers, see http://www.icbm.uni-oldenburg.de/icbm/kosy/ag.htm