A unitary Hessenberg \(QR\)-based algorithm via semiseparable matrices (Q2566271): Difference between revisions
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English | A unitary Hessenberg \(QR\)-based algorithm via semiseparable matrices |
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A unitary Hessenberg \(QR\)-based algorithm via semiseparable matrices (English)
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22 September 2005
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A novel algorithm for computing the eigenvalues of a unitary Hessenberg matrix is given. The proposed algorithm is \(QR\) based. The algorithm uses a linear fractional transformation to convert the initial eigenvalue problem for the unitary Hessenberg matrix into a modified eigenvalue problem for the Hermitian diagonal-plus-semiseperable matrix. Exploiting the structure of this associated eigenvalue problem enables the author to get a quadratic time using a linear memory space. Extensive numerical experiments showing the effectiveness of the proposed algorithm are given.
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unitary Hessenberg matrices
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QR iteration
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eigenvalue computation
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algorithm
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numerical experiments
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