Article ID Journal Published Year Pages File Type
4642091 Journal of Computational and Applied Mathematics 2008 10 Pages PDF
Abstract

This manuscript focusses on an alternative method for computing the eigenvalues of a pencil of two matrices, based on semiseparable matrices. An effective reduction of a matrix pair to lower semiseparable, upper triangular form will be presented as well as a QZ-iteration for this matrix pair. Important to remark is that this reduction procedure also inherits a kind of nested subspace iteration as was the case when solving the standard eigenvalue problem with semiseparable matrices. It will also be shown, that the QZ-iteration for a semiseparable-triangular matrix pair is closely related to the QZ-iteration for a Hessenberg-triangular matrix pair.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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