Orthogonal iterations on Structured Pencils

Authors Roberto Bevilacqua, Gianna M. Del Corso, L. Gemignani

Publication date 22 April 2021

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

Abstract: We present a class of fast subspace tracking algorithms based on orthogonal iterations for structured matrices/pencils that can be represented as small rank perturbations of unitary matrices. The algorithms rely upon an updated data sparse factorization -- named LFR factorization -- using orthogonal Hessenberg matrices. These new subspace trackers reach a complexity of only

O (n k^{2})

operations per time update, where

n

and

k

are the size of the matrix and of the small rank perturbation, respectively.

This page was built for publication: Orthogonal iterations on Structured Pencils

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6365873)