The periodic QR algorithm is a disguised QR algorithm
The author studies the eigenvalue computation of a matrix \(A=\mathbb{R}^{pn \times pn}\), of the form: \[ \left [ \begin{matrix} 0 & \cdots & \cdots & A^{(p)}\\ A^{(1)} & \cdots & 0 & 0\\ \cdots & \cdots & \cdots & 0\\ 0 & \cdots & A^{(p-1)} & 0 \end{matrix} \right ], \] where \(A^{(k)}\in \mathbb{R}^{n \times n},\;1 \leq k \leq p.\) He proves that the QR algorithm applied to a shuffled version of \(A\) preserves its structure and requires only \(O(pn^3)\) floating point operations with a preliminary step in the QR algorithm reducing a general matrix to its Hessenberg form.
- A General Matrix Eigenvalue Algorithm
- Bidiagonalization of Matrices and Solution of Linear Equations
- Exponential splittings of products of matrices and accurately computing singular values of long products
- General framework, stability and error analysis for numerical stiff boundary value methods
- scientific article; zbMATH DE number 729460 (Why is no real title available?)
- scientific article; zbMATH DE number 1569075 (Why is no real title available?)
- Matrix algorithms. Vol. 2: Eigensystems
- Numerical solution of the discrete-time periodic Riccati equation
- On the use of periodicity properties for the efficient numerical solution of certain Markov chains
- Structured Backward Error and Condition of Generalized Eigenvalue Problems
- The transmission of shifts and shift blurring in the QR algorithm
- The weak and strong stability of algorithms in numerical linear algebra
- A multishift QR iteration without computation of the shifts
- The matrix equation \(X + AX^TB = C\): Conditions for unique solvability and a numerical algorithm for its solution
- On swapping diagonal blocks in real Schur form
- The restarted QR-algorithm for eigenvalue computation of structured matrices
- Bifurcations in periodic integrodifference equations in C(): II. Discrete torus bifurcations
- Computing periodic deflating subspaces associated with a specified set of eigenvalues
- A periodic Krylov-Schur algorithm for large matrix products
- Structured Eigenvalue Problems
- A Householder-Based Algorithm for Hessenberg-Triangular Reduction
- A symmetric structure-preserving {\(\Gamma\)}QR algorithm for linear response eigenvalue problems
- A contour integral-based method for nonlinear eigenvalue problems for semi-infinite photonic crystals
- Nyström discretization of integrodifference equations: numerical continuation of periodic solutions and Floquet multipliers
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