A unitary Hessenberg QR-based algorithm via semiseparable matrices

DOI10.1016/J.CAM.2005.01.024MaRDI QIDQ2566271zbMATH OpenOpenAlexFDO

Authors L. Gemignani

Publication date 22 September 2005

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.2005.01.024

zbMATH Keywords

algorithmeigenvalue computationnumerical experimentsQR iterationunitary Hessenberg matrices

Mathematics Subject Classification ID

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

Review text

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.

Recommendations

• Fast QR Eigenvalue Algorithms for Hessenberg Matrices Which Are Rank‐One Perturbations of Unitary Matrices
• Fast and stable unitary QR algorithm
• Structural properties of matrix unitary reduction to semiseparable form
• On the fast reduction of a quasiseparable matrix to Hessenberg and tridiagonal forms
• The QR algorithm for unitary Hessenberg matrices

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Cited in

(21)

• Schur parameter pencils for the solution of the unitary eigenproblem
• Orthogonal rational functions on the unit circle with prescribed poles not on the unit circle
• Computing the eigenvalues of symmetric tridiagonal matrices via a Cayley transformation
• The restarted QR-algorithm for eigenvalue computation of structured matrices
• Further properties of random orthogonal matrix simulation
• Sampling the eigenvalues of random orthogonal and unitary matrices
• Fast QR iterations for unitary plus low rank matrices
• A Levinson-like algorithm for symmetric strongly nonsingular higher order semiseparable plus band matrices
• Eigenvalue computation for unitary rank structured matrices
• Efficient eigenvalue computation for quasiseparable Hermitian matrices under low rank perturbations
• Structural properties of matrix unitary reduction to semiseparable form
• Structures preserved by the QR-algorithm
• Can the TPRI structure help us to solve the algebraic eigenproblem?
• Fast QR Eigenvalue Algorithms for Hessenberg Matrices Which Are Rank‐One Perturbations of Unitary Matrices
• Transformations to rank structures by unitary similarity
• The bisection eigenvalue method for unitary Hessenberg matrices via their quasiseparable structure
• Random orthogonal matrix simulation
• A comparison between the complex symmetric based and classical computation of the singular value decomposition of normal matrices
• Rank structures preserved by the QR-algorithm: the singular case
• A new iteration for computing the eigenvalues of semiseparable (plus diagonal) matrices
• On tridiagonal matrices unitarily equivalent to normal matrices

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Uses Software

• UDC
• SONEST
• CONEST

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