Blocked algorithms and software for reduction of a regular matrix pair to generalized Schur form
ACM Transactions on Mathematical Software (TOMS)
PARA '02 Proceedings of the 6th International Conference on Applied Parallel Computing Advanced Scientific Computing
On the solution of the rational matrix equation X = Q + LX-1LT
EURASIP Journal on Applied Signal Processing
Parallel variants of the multishift QZ algorithm with advanced deflation techniques
PARA'06 Proceedings of the 8th international conference on Applied parallel computing: state of the art in scientific computing
Chasing Bulges or Rotations? A Metamorphosis of the QR-Algorithm
SIAM Journal on Matrix Analysis and Applications
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A generic $GZ$ algorithm for the generalized eigenvalue problem $Ax=\lambda Bx$ is presented. This is actually a large class of algorithms that includes multiple-step $QZ$ and $LZ$ algorithms, as well as $QZ$-$LZ$ hybrids, as special cases. First the convergence properties of the $GZ$ algorithm are discussed, then a study of implementations is undertaken. The notion of an elimination rule is introduced as a device for studying the $QZ$, $LZ$ and other algorithms simultaneously. To each elimination rule there corresponds an explicit $GZ$ algorithm. Through a careful study of the steps involved in executing the explicit algorithm, it is discovered how to implement the algorithm implicitly by bulge chasing. The approach taken here was introduced by Miminis and Paige in the context of the $QR$ algorithm for the ordinary eigenvalue problem. It is more involved than the standard approach, but it yields a much clearer picture of the relationship between the implicit and explicit versions of the algorithm. Furthermore, it is more general than the standard approach, as it does not require the use of a theorem of "Implicit-$Q$" type. Finally a generalization of the implicit $GZ$ algorithm, the generic bulge-chasing algorithm, is introduced. It is proved that the generic bulge-chasing algorithm implicitly performs iterations of the generic $GZ$ algorithm. Thus the convergence theorems that are proved for the generic $GZ$ algorithm hold for the generic bulge-chasing algorithm as well.