An Orthogonal Similarity Reduction of a Matrix into Semiseparable Form

• Authors: M. Van Barel;R. Vandebril;N. Mastronardi
• Venue: SIAM Journal on Matrix Analysis and Applications
• Year: 2005

An algorithm to reduce a symmetric matrix to a similar semiseparable one of semiseparability rank 1, using orthogonal similarity transformations, is proposed in this paper.It is shown that, while running to completion, the proposed algorithm gives information on the spectrum of the similar initial matrix. In fact, the proposed algorithm shares the same properties of the Lanczos method and the Householder reduction to tridiagonal form. Furthermore, at each iteration, the proposed algorithm performs a step of the QR method without shift to a principal submatrix to retrieve the semiseparable structure. The latter step can be considered a kind of subspace-like iteration method, where the size of the subspace increases by one dimension at each step of the algorithm. Hence, when during the execution of the algorithm the Ritz values approximate the dominant eigenvalues closely enough, diagonal blocks will appear in the semiseparable part where the norm of the corresponding subdiagonal blocks goes to zero in the subsequent iteration steps, depending on the corresponding gap between the eigenvalues. A numerical experiment is included, illustrating the properties of the new algorithm.