A fully parallel algorithm for the symmetric eigenvalue problem
SIAM Journal on Scientific and Statistical Computing
Polynomial roots from companion matrix eigenvalues
Mathematics of Computation
Matrix computations (3rd ed.)
The symmetric eigenvalue problem
The symmetric eigenvalue problem
A new O (N(2)) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem
A new O (N(2)) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem
SIAM Journal on Matrix Analysis and Applications
Eigenvalue computation for unitary rank structured matrices
Journal of Computational and Applied Mathematics
A Givens-Weight Representation for Rank Structured Matrices
SIAM Journal on Matrix Analysis and Applications
A QR-Based Solver for Rank Structured Matrices
SIAM Journal on Matrix Analysis and Applications
Implicit double shift QR-algorithm for companion matrices
Numerische Mathematik
Hi-index | 0.00 |
In this paper we propose a method for computing the roots of a monic matrix polynomial. To this end we compute the eigenvalues of the corresponding block companion matrix C. This is done by implementing the QR algorithm in such a way that it exploits the rank structure of the matrix. Because of this structure, we can represent the matrix in Givens-weight representation. A similar method as in Chandrasekaran et al. (Oper Theory Adv Appl 179:111---143, 2007), the bulge chasing, is used during the QR iteration. For practical usage, matrix C has to be brought in Hessenberg form before the QR iteration starts. During the QR iteration and the transformation to Hessenberg form, the property of the matrix being unitary plus low rank numerically deteriorates. A method to restore this property is used.