Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641904 | Journal of Computational and Applied Mathematics | 2008 | 20 Pages |
Abstract
In this paper we describe how to compute the eigenvalues of a unitary rank structured matrix in two steps. First we perform a reduction of the given matrix into Hessenberg form, next we compute the eigenvalues of this resulting Hessenberg matrix via an implicit QR-algorithm. Along the way, we explain how the knowledge of a certain ‘shift’ correction term to the structure can be used to speed up the QR-algorithm for unitary Hessenberg matrices, and how this observation was implicitly used in a paper due to William B. Gragg. We also treat an analogue of this observation in the Hermitian tridiagonal case.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Steven Delvaux, Marc Van Barel,