Implicit QR for rank-structured matrix pencils

P. Boito*, Y. Eidelman, L. Gemignani

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Abstract

A fast implicit QR algorithm for eigenvalue computation of low rank corrections of Hermitian matrices is adjusted to work with matrix pencils arising from zerofinding problems for polynomials expressed in Chebyshev-like bases. The modified QZ algorithm computes the generalized eigenvalues of certain N × N rank structured matrix pencils using O(N2) flops and O(N) memory storage. Numerical experiments and comparisons confirm the effectiveness and the stability of the proposed method.

Original languageEnglish
Pages (from-to)85-111
Number of pages27
JournalBIT Numerical Mathematics
Volume54
Issue number1
DOIs
StatePublished - Mar 2014

Funding

FundersFunder number
Ministero dell’Istruzione, dell’Università e della Ricerca20083KLJEZ

    Keywords

    • Chebyshev approximation
    • Complexity
    • Eigenvalue computation
    • QZ algorithm
    • Quasiseparable matrix
    • Rank-structured matrix

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