Rank structures preserved by the QR-algorithm: the singular case

DOI10.1016/J.CAM.2005.03.027MaRDI QIDQ818169zbMATH OpenOpenAlexFDO

Authors Steven Delvaux, Marc van Barel

Publication date 24 March 2006

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2005.03.027

zbMATH Keywords

effectively eliminating QR-decompositionsGivens transformationsQR-algorithmrank structuresparse Givens patterns

Mathematics Subject Classification ID

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

Review text

In a previous paper the authors have shown that when the matrix \(A\) is nonsingular, the QR iterates share the same rank structure, which is defined through its blocks by Rank \(A_{k}(i_{k}:n,1:j_{k})\leq r_{k}\) where \(A_{k}=A-\lambda _{k}I.\) In this paper, it is shown that even when \(A\) is singular, they can still construct QR iterates that preserve the rank structure.

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Cites work

• A unitary Hessenberg \(QR\)-based algorithm via semiseparable matrices
• An implicit QR algorithm for symmetric semiseparable matrices
• On Smooth Decompositions of Matrices
• On the shifted QR iteration applied to companion matrices
• Rational Krylov matrices and QR steps on Hermitian diagonal‐plus‐semiseparable matrices
• Structures preserved by matrix inversion
• Structures Preserved by Schur Complementation
• Structures preserved by the QR-algorithm
• The QR algorithm for unitary Hessenberg matrices

Cited in

(10)

• A multiple shift \(QR\)-step for structured rank matrices
• Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations
• Eigenvalue computation for unitary rank structured matrices
• Unitary rank structured matrices
• Structures preserved by the QR-algorithm
• The LR Cholesky algorithm for symmetric hierarchical matrices
• Compression of unitary rank-structured matrices to CMV-like shape with an application to polynomial rootfinding
• A CMV-Based Eigensolver for Companion Matrices
• Computation of an exact GCRD of several polynomial matrices: QR decomposition approach
• Implicit double shift \(QR\)-algorithm for companion matrices

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