Eigenvalue computation for unitary rank structured matrices
نویسندگان
چکیده
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 explainhow 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.
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