Constructing the field of values of decomposable and general matrices using the ZNN based path following method

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Publication:6137130

DOI10.1002/NLA.2513arXiv2006.01241OpenAlexW4379162065MaRDI QIDQ6137130FDOQ6137130


Authors: Frank Uhlig Edit this on Wikidata


Publication date: 18 January 2024

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

Abstract: This paper describes and develops a fast and accurate path following algorithm that computes the field of values boundary curve for every conceivable complex or real square matrix A. It relies on a matrix flow decomposition method that finds a proper block-diagonal flow representation for the associated hermitean matrix flow calFA(t)=cos(t)H+sin(t)K. Here calFA(t) is a 1-parameter-varying linear combination of the real and skew part matrices H=(A+A*)/2 and K=(AA*)/(2i) of A. For decomposing flows calFA(t), the algorithm decomposes a given dense general matrix A unitarily into block-diagonal form U*AU=extdiag(Aj) with j>1 diagonal blocks Aj whose individual sizes add up to the size of A. It then computes the field of values boundaries separately for each diagonal block Aj using the path following ZNN eigenvalue method. The convex hull of all sub-fields of values boundary points then determines the field of values boundary curve correctly for decomposing and non-decomposing matrices A. The algorithm removes standard restrictions for path following FoV methods that generally cannot deal with decomposing matrices A due to possible eigencurve crossings of calFA(t). Tests and numerical comparisons are included. Our ZNN based method is coded for sequential and parallel computations and both versions run very accurately and very fast when compared with Johnson's Francis QR eigenvalue and Bendixon rectangle based method that computes complete eigenanalyses of calFA(tk) for every chosen tkin[0,2pi] more slowly.


Full work available at URL: https://arxiv.org/abs/2006.01241












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