Matrix Bruhat decompositions with a remark on the QR(GR) algorithm

DOI10.1016/0024-3795(95)00453-XMaRDI QIDQ5961578zbMATH OpenFDO

Authors E. E. Tyrtyshnikov

Publication date 28 July 1997

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

Full work available at URL https://doi.org/10.1016/0024-3795(95)00453-X

zbMATH Keywords

matrix Bruhat decompositionsQR algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

The author shows that the matrix counterpart of the so-called Bruhat decompositions that figure in group theory, can be introduced in an elementary manner. Then in a simple and systematic way he presents two kinds of matrix Bruhat decompositions. He proves that such decompositions govern the eigenvalued disorders in the QR algorithm. The author concludes with the comment that this paper can be considered as a commentary on a previous observation about the QR algorithm made by \textit{J. H. Wilkinson} [Computer J. 8, 77-84 (1965; Zbl 0135.37602)].

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Cites work

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(12)

• Asymptotic properties of delayed matrix exponential functions via Lambert function
• Systematic maximum sum rank codes
• Time and space efficient generators for quasiseparable matrices
• Fast computation of the rank profile matrix and the generalized Bruhat decomposition
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• Fast generalized Bruhat decomposition
• Bruhat Decomposition and Numerical Stability
• Some Combinatorially Defined Matrix Classes
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• Using the Cauchy-Binet formula in the convergence proof of the tridiagonal QR algorithm with shifts
• A fast numerical method for the Cauchy problem for the Smoluchowski equation

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