A fast implicit QR algorithm for eigenvalue computation of low rank corrections of unitary matrices is adjusted to work with matrix pencils arising from polynomial zerofinding problems . The modified QZ algorithm computes the generalized eigenvalues of certain NxN rank structured matrix pencils using O(N^2) ops and O(N) memory storage. Numerical experiments and comparisons confirm the effectiveness and the stability of the proposed method.

Implicit QR for Companion-like Pencils

Boito P.;GEMIGNANI, LUCA
2015-01-01

Abstract

A fast implicit QR algorithm for eigenvalue computation of low rank corrections of unitary matrices is adjusted to work with matrix pencils arising from polynomial zerofinding problems . The modified QZ algorithm computes the generalized eigenvalues of certain NxN rank structured matrix pencils using O(N^2) ops and O(N) memory storage. Numerical experiments and comparisons confirm the effectiveness and the stability of the proposed method.
2015
Boito, P.; Eidelman, Y.; Gemignani, Luca
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/451668
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