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.
Implicit QR for rank-structured matrix pencils
P. Boito;GEMIGNANI, LUCA
2014-01-01
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.File in questo prodotto:
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