The QR-algorithm and generalized Toda flows

DOI10.1007/BF01060698MaRDI QIDQ913350zbMATH OpenFDO

Authors L. E. Fajbusovich

Publication date 1989

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01060698

zbMATH Keywords

asymptotical behaviourphase portraitToda flowunitary transformationupper-diagonal form

Mathematics Subject Classification ID

Factorization of matrices (15A23) Dynamics induced by flows and semiflows (37C10)

Review text

The classical QR-algorithm is formulated as follows: the arbitrary matrix from GL(n,C) should be transformed by a unitary transformation to the upper-diagonal form. In the work an abstract group-theoretical QR- algorithm is analyzed for an arbitrary Lie group G. The generalized Toda flow is determined by solutions of a particular non- stationary dynamical system on a Lie algebra L of the group G. The close connection between generalized Toda flows and abstract QR-algorithms was discovered by Symes. In the work the asymptotical behaviour of the Toda flow corresponding to the classical QR-algorithm is investigated in detail. The phase portraits are described for this class of dynamical systems. Asymptotically the underdiagonal matrix elements are vanishing. This allows to determine the spectra of different classes of matrices by numerical integration of Toda flows. It is shown that the phase portraits of Toda flows corresponding to normal matrices are structurally stable.

Recommendations

• The Generalized Toda Flow, the QR Algorithm and the Center Manifold Theory
• scientific article; zbMATH DE number 4006731
• Generalized affine lie algebras and the solution of a class of flows associated with the QR eigenvalue algorithm
• Scaled Toda-like flows
• Isospectral Flows

Cites work

• scientific article; zbMATH DE number 3854298 (Why is no real title available?)
• scientific article; zbMATH DE number 3998823 (Why is no real title available?)
• Isospectral Flows
• Ordinary Differential Equations and the Symmetric Eigenvalue Problem
• Phase Portrait of the Matrix Riccati Equation
• The Generalized Toda Flow, the QR Algorithm and the Center Manifold Theory
• Toda flows with infinitely many variables

Cited in

(13)

• Reduction to generalized Hessenberg form and inverse spectral problems
• Rational functions, Toda flows, and LR-like algorithms
• Dynamics of the QR-flow for upper Hessenberg real matrices
• The Generalized Toda Flow, the QR Algorithm and the Center Manifold Theory
• On the Global Convergence of the Toda Lattice for Real Normal Matrices and Its Applications to the Eigenvalue Problem
• scientific article; zbMATH DE number 4006731 (Why is no real title available?)
• Isospectral Flows and Abstract Matrix Factorizations
• Monotonicity Properties of the Toda Flow, the QR-Flow, and Subspace Iteration
• Toda Flows and Isospectral Manifolds
• Generalized affine lie algebras and the solution of a class of flows associated with the QR eigenvalue algorithm
• scientific article; zbMATH DE number 3998823 (Why is no real title available?)
• Isospectral Flows
• Linearizing Toda and SVD flows on large phase spaces of matrices with real spectrum

This page was built for publication: The QR-algorithm and generalized Toda flows

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q913350)