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

DOI10.1016/J.LAA.2015.08.026MaRDI QIDQ281973zbMATH OpenOpenAlexFDO

Authors Leonardo Robol, Dario A. Bini

Publication date 11 May 2016

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

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

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)

Abstract: We present a novel algorithm to perform the Hessenberg reduction of an $nimesn$ matrix $A$ of the form $A=D+U{V}^{\ast }$ 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

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Cited in

(7)

• Efficient reduction of compressed unitary plus low rank matrices to Hessenberg form
• On a class of matrix pencils and -ifications equivalent to a given matrix polynomial
• Fast Hessenberg reduction of some rank structured matrices
• An implicit multishift \(QR\)-algorithm for Hermitian plus low rank matrices
• On the fast reduction of a quasiseparable matrix to Hessenberg and tridiagonal forms
• A Hessenberg Reduction Algorithm for 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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