Fast QR eigenvalue algorithms for Hessenberg matrices which are rank-one perturbations of unitary matrices

被引:29
作者
Bini, D. A.
Eidelman, Y.
Gemignani, L.
Gohberg, I.
机构
[1] Univ Pisa, Dipartimento Matemat, I-56127 Pisa, Italy
[2] Tel Aviv Univ, Sch Math Sci, Raymond & Beverly Sackler Fac Exact Sci, IL-69978 Tel Aviv, Israel
关键词
Hessenberg matrices; rank-one perturbations; unitary matrices; companion matrices; quasiseparable matrices; QR iteration; eigenvalue computation; complexity;
D O I
10.1137/050627563
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let H-n subset of C-n x n be the class of n x n Hessenberg matrices A which are rank-one modifications of a unitary matrix, that is, A = H + uw(H), where H is unitary and u, w is an element of C-n. The class H-n includes three well-known subclasses: unitary Hessenberg matrices, companion (Frobenius) matrices, and fellow matrices. The paper presents some novel fast adaptations of the shifted QR algorithm for computing the eigenvalues of a matrix A is an element of H-n where each step can be performed with O(n) flops and O(n) memory space. Numerical experiments confirm the effectiveness and the robustness of these methods.
引用
收藏
页码:566 / 585
页数:20
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