Quasiseparable Hessenberg reduction of real diagonal plus low rank matrices and applications

DOI10.1016/J.LAA.2015.08.026zbMATH Open1338.65098arXiv1501.07812OpenAlexW1809605868MaRDI QIDQ281973FDOQ281973

Leonardo Robol, Dario A. Bini

Publication date: 11 May 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: We present a novel algorithm to perform the Hessenberg reduction of an $nimesn$ matrix $A$ of the form $A=D+U{V}^{*}$ where $D$ is diagonal with real entries and $U$ and $V$ are $nimesk$ matrices with $klen$. The algorithm has a cost of $O(n^{2}k)$ arithmetic operations and is based on the quasiseparable matrix technology. Applications are shown to solving polynomial eigenvalue problems and some numerical experiments are reported in order to analyze the stability of the approach

Full work available at URL: https://arxiv.org/abs/1501.07812

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• scientific article; zbMATH DE number 1974608

zbMATH Keywords

Hessenberg formpolynomial eigenvalue problemquasiseparable matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Canonical forms, reductions, classification (15A21) Vector spaces, linear dependence, rank, lineability (15A03)

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Cited In (4)

• On a class of matrix pencils and \(\ell\)-ifications equivalent to a given matrix polynomial
• A Hessenberg Reduction Algorithm for Rank Structured Matrices
• Fast Hessenberg Reduction of Some Rank Structured Matrices
• A treatment of breakdowns and near breakdowns in a reduction of a matrix to upper \(J\)-Hessenberg form and related topics

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