Title: Eigenvalue computation for unitary rank structured matrices
Authors: Delvaux, Steven ×
Van Barel, Marc #
Issue Date: Mar-2008
Publisher: Elsevier
Series Title: Journal of Computational and Applied Mathematics vol:213 issue:1 pages:268-287
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.
ISSN: 0377-0427
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Numerical Analysis and Applied Mathematics Section
× corresponding author
# (joint) last author

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