Fast Hessenberg reduction of some rank structured matrices

We develop two fast algorithms for Hessenberg reduction of a structured matrix $A = D + UV^H$ where $D$ is a real or unitary $n \times n$ diagonal matrix and $U, V \in\mathbb{C}^{n \times k}$. 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 $O(n^2k)$ 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 $\Re(D)$ induces a structured reduction on $A$ 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 $k$ and, moreover, the resulting algorithm can be adapted to deal efficiently with block companion matrices.Comment: 25 page

From approximating to interpolatory non-stationary subdivision schemes with the same generation properties

In this paper we describe a general, computationally feasible strategy to deduce a family of interpolatory non-stationary subdivision schemes from a symmetric non-stationary, non-interpolatory one satisfying quite mild assumptions. To achieve this result we extend our previous work [C.Conti, L.Gemignani, L.Romani, Linear Algebra Appl. 431 (2009), no. 10, 1971-1987] to full generality by removing additional assumptions on the input symbols. For the so obtained interpolatory schemes we prove that they are capable of reproducing the same exponential polynomial space as the one generated by the original approximating scheme. Moreover, we specialize the computational methods for the case of symbols obtained by shifted non-stationary affine combinations of exponential B-splines, that are at the basis of most non-stationary subdivision schemes. In this case we find that the associated family of interpolatory symbols can be determined to satisfy a suitable set of generalized interpolating conditions at the set of the zeros (with reversed signs) of the input symbol. Finally, we discuss some computational examples by showing that the proposed approach can yield novel smooth non-stationary interpolatory subdivision schemes possessing very interesting reproduction properties

Exponential Splines and Pseudo-Splines: Generation versus reproduction of exponential polynomials

Subdivision schemes are iterative methods for the design of smooth curves and surfaces. Any linear subdivision scheme can be identified by a sequence of Laurent polynomials, also called subdivision symbols, which describe the linear rules determining successive refinements of coarse initial meshes. One important property of subdivision schemes is their capability of exactly reproducing in the limit specific types of functions from which the data is sampled. Indeed, this property is linked to the approximation order of the scheme and to its regularity. When the capability of reproducing polynomials is required, it is possible to define a family of subdivision schemes that allows to meet various demands for balancing approximation order, regularity and support size. The members of this family are known in the literature with the name of pseudo-splines. In case reproduction of exponential polynomials instead of polynomials is requested, the resulting family turns out to be the non-stationary counterpart of the one of pseudo-splines, that we here call the family of exponential pseudo-splines. The goal of this work is to derive the explicit expressions of the subdivision symbols of exponential pseudo-splines and to study their symmetry properties as well as their convergence and regularity.Comment: 25 page

Zerofinding of analytic functions by structured matrix methods

We propose a fast and numerically robust algorithm based on structured numerical linear algebra technology for the computation of the zeros of an analytic function inside the unit circle in the complex plane. At the core of our method there are two matrix algorithms: (a) a fast reduction of a certain linearization of the zerofinding problem to a matrix eigenvalue computation involving a perturbed CMV--like matrix and (b) a fast variant of the QR eigenvalue algorithm suited to exploit the structural properties of this latter matrix. We illustrate the reliability of the proposed method by several numerical examples

Accurate polynomial root-finding methods for symmetric tridiagonal matrix eigenproblems

In this paper we consider the application of polynomial root-finding methods to the solution of the tridiagonal matrix eigenproblem. All considered solvers are based on evaluating the Newton correction. We show that the use of scaled three-term recurrence relations complemented with error free transformations yields some compensated schemes which significantly improve the accuracy of computed results at a modest increase in computational cost. Numerical experiments illustrate that under some restriction on the conditioning the novel iterations can approximate and/or refine the eigenvalues of a tridiagonal matrix with high relative accuracy

Block Tridiagonal Reduction of Perturbed Normal and Rank Structured Matrices

It is well known that if a matrix $A\in\mathbb C^{n\times n}$ solves the matrix equation $f(A,A^H)=0$, where $f(x, y)$ is a linear bivariate polynomial, then $A$ is normal; $A$ and $A^H$ can be simultaneously reduced in a finite number of operations to tridiagonal form by a unitary congruence and, moreover, the spectrum of $A$ is located on a straight line in the complex plane. In this paper we present some generalizations of these properties for almost normal matrices which satisfy certain quadratic matrix equations arising in the study of structured eigenvalue problems for perturbed Hermitian and unitary matrices.Comment: 13 pages, 3 figure

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

The Ehrlich-Aberth method for palindromic matrix polynomials represented in the Dickson basis

An algorithm based on the Ehrlich-Aberth root-finding method is presented for the computation of the eigenvalues of a T-palindromic matrix polynomial. A structured linearization of the polynomial represented in the Dickson basis is introduced in order to exploit the symmetry of the roots by halving the total number of the required approximations. The rank structure properties of the linearization allow the design of a fast and numerically robust implementation of the root-finding iteration. Numerical experiments that confirm the effectiveness and the robustness of the approach are provided.Comment: in press in Linear Algebra Appl. (2011