When is a matrix unitary or Hermitian plus low rank?

DOI10.1002/NLA.2266zbMATH Open1463.15075OpenAlexW2971469763MaRDI QIDQ5206501FDOQ5206501

Authors Gianna M. Del Corso, Federico Poloni, Leonardo Robol, Raf Vandebril

Publication date 18 December 2019

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.05854

zbMATH Keywords

eigenvaluessingular valuesrank-structured matricesHermitian plus low rank matricesunitary plus low rank matrices

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Canonical forms, reductions, classification (15A21) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Abstract: Hermitian and unitary matrices are two representatives of the class of normal matrices whose full eigenvalue decomposition can be stably computed in quadratic computing com plexity. Recently, fast and reliable eigensolvers dealing with low rank perturbations of unitary and Hermitian matrices were proposed. These structured eigenvalue problems appear naturally when computing roots, via confederate linearizations, of polynomials expressed in, e.g., the monomial or Chebyshev basis. Often, however, it is not known beforehand whether or not a matrix can be written as the sum of an Hermitian or unitary matrix plus a low rank perturbation. We propose necessary and sufficient conditions characterizing the class of Hermitian or unitary plus low rank matrices. The number of singular values deviating from 1 determines the rank of a perturbation to bring a matrix to unitary form. A similar condition holds for Hermitian matrices; the eigenvalues of the skew-Hermitian part differing from 0 dictate the rank of the perturbation. We prove that these relations are linked via the Cayley transform. Based on these conditions we are able to identify the closest Hermitian and unitary plus low rank matrix in Frobenius and spectral norm and a practical Lanczos iteration to detect the low rank perturbation is presented. Numerical tests prove that this straightforward algorithm is robust with respect to noise.

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(4)

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• On matrices that admit unitary reduction to band form

Describes a project that uses

Uses Software

• LAPACK
• Matlab
• eiscor

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