Computations with quasiseparable polynomials and matrices

نویسندگان

  • T.Bella
  • Y.Eidelman
  • I.Gohberg
  • V.Olshevsky
چکیده

In this paper we survey several recent results that highlight an interplay between a relatively new class of quasiseparable matrices and polynomials. Quasiseparable matrices generalize two classical matrix classes, Jacobi (tridiagonal) matrices and unitary Hessenberg matrices that are known to correspond to real orthogonal polynomials and Szegö polynomials, resp. The latter two polynomial families arise in a wide variety of applications, and their short recurrence relations are the basis for a number of efficient algorithms. For historical reasons, algorithm development is more advanced for real orthogonal polynomials. Recently, it has been of interest to derive variations of these algorithms that are valid for the class of Szegö polynomials. However, such new algorithms tend to be valid only for the Szegö polynomials; they are analogues and not generalizations of the original algorithms. Herein we survey several results recently obtained for the “superclass” of quasiseparable matrices, which includes both Jacobi and unitary Hessenberg matrices as special cases. Hence the interplay between quasiseparable matrices and their polynomial systems (which contain both real orthogonal and Szegö polynomials) allows one to obtain true generalizations of several algorithms. The specific algorithms and topics that we discuss are the Björck–Pereyra algorithm, the Traub algorithm, certain new digital filter structures, as well as QR and divide and conquer eigenvalue algorithms.

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تاریخ انتشار 2008