Continuation methods for the computation of zeros of Szegő polynomials (Q2564903)

Szegö polynomials are families of polynomials that are orthgonal with respect to an inner product on the unit circle in the complex plane. The authors shortly review the role of such polynomials in time series and signal processing applications, where there is a need of computing the zeros of Szegö polynomials in real time. The zeros of a Szegö polynomial can be represented as eigenvalues of an upper Hessenberg matrix. Starting with the eigenvalue problem for a unitary upper Hessenberg matrix, for which an efficient algorithm is known, two continuation methods are described for tracking the eigenvalue paths in order to determine the eigenvalues of the original upper Hessenberg matrix. Numerical tests are presented which demonstrate the efficiency of the methods. Only \(O(n^2)\) arithmetic operations are required for determining the zeros of a Szegö polynomial of degree \(n\). The structure of the algorithms makes it easy to implement them on a parallel computer.