AQZ-method based on semiseparable matrices

DOI10.1016/J.CAM.2007.07.032MaRDI QIDQ932737zbMATH OpenOpenAlexFDO

Authors Yvette Vanberghen, Raf Vandebril, Marc van Barel

Publication date 11 July 2008

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2007.07.032

zbMATH Keywords

algorithmgeneralized eigenvalue problemnumerical examplesQZ-algorithmsemiseparablestructured rank matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

The authors aim at implementing an alternative method for solving the generalized eigenvalue problem, based on structured rank matrices. This new approach involves the reduction of a pair of two general matrices \((A,B)\) to a lower semiseparable, upper triangular matrix pair. An algorithm is presented to accomplish this reduction, together with the associated \(QZ\)-iteration. Some numerical examples show that the accuracy of this algorithm is comparable to the accuracy of the \texttt{eig}-routine of MATLAB\(^{\circledR}\).

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Cites work

• A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices
• A note on the representation and definition of semiseparable matrices
• An Algorithm for Generalized Matrix Eigenvalue Problems
• An implicit QR algorithm for symmetric semiseparable matrices
• An implicit \(Q\) theorem for Hessenberg-like matrices
• An Orthogonal Similarity Reduction of a Matrix into Semiseparable Form
• Divide and conquer algorithms for computing the eigendecomposition of symmetric diagonal-plus-semiseparable matrices
• Fast and stable reduction of diagonal plus semi-separable matrices to tridiagonal and bidiagonal form
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• On the convergence properties of the orthogonal similarity transformations to tridiagonal and semiseparable (plus diagonal) form
• Structure ranks of matrices
• The QR iteration method for Hermitian quasiseparable matrices of an arbitrary order
• The quadratic eigenvalue problem

Cited in

(7)

• Structured generalized eigenvalue condition numbers for parameterized quasiseparable matrices
• Implicit QR for rank-structured matrix pencils
• The QR iteration method for Hermitian quasiseparable matrices of an arbitrary order
• An alternative to the KQZ-algorithm
• scientific article; zbMATH DE number 5527834 (Why is no real title available?)
• A matricial computation of rational quadrature formulas on the unit circle
• A new iteration for computing the eigenvalues of semiseparable (plus diagonal) matrices

Describes a project that uses

Uses Software

• Matlab

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