Title of article :
Eigenvalue computation for unitary rank structured matrices
Author/Authors :
Delvaux، نويسنده , , Steven and Van Barel، نويسنده , , Marc، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
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.
Keywords :
Unitary matrix , Rank structured matrix , Eigenvalue computation , Pull-through operation
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics