Related papers: Fast and backward stable computation of the eigenv…
We present a polynomial quantum algorithm for the Abelian stabilizer problem which includes both factoring and the discrete logarithm. Thus we extend famous Shor's results. Our method is based on a procedure for measuring an eigenvalue of a…
Although QR iterations dominate in eigenvalue computations, there are several important cases when alternative LR-type algorithms may be preferable. In particular, in the symmetric tridiagonal case where differential qd algorithm with…
A real square matrix is Perron-like if it has a real eigenvalue $s$, called the principal eigenvalue of the matrix, and $\mbox{Re}\,\mu<s$ for any other eigenvalue $\mu$. Nonnegative matrices and symmetric ones are typical examples of this…
The rational QZ method generalizes the QZ method by implicitly supporting rational subspace iteration. In this paper we extend the rational QZ method by introducing shifts and poles of higher multiplicity in the Hessenberg pencil, which is…
This work presents a novel approach to compute the eigenvalues of non-Hermitian matrices using an enhanced shifted QR algorithm. The existing QR algorithms fail to converge early in the case of non-hermitian matrices, and our approach shows…
We consider the numerical evaluation of the quantity $Af(A^{-1}B)$, where $A$ is Hermitian positive definite, $B$ is Hermitian, and $f$ is a function defined on the spectrum of $A^{-1}B$. This problem is related to the Hermitian-definite…
The partial Schur factorization can be used to represent several eigenpairs of a matrix in a numerically robust way. Different adaptions of the Arnoldi method are often used to compute partial Schur factorizations. We propose here a…
A method for evaluating matrix polynomials have recently been developed that require one fewer matrix product ($1M$) than the Paterson--Stockmeyer (PS) method. Since the computational cost for large-scale matrices is asymptotically…
Linearization is a standard method in the computation of eigenvalues and eigenvectors of matrix polynomials. In the last decade a variety of linearization methods have been developed in order to deal with algebraic structures and in order…
Trigonometric formulas for eigenvalues of $3 \times 3$ matrices that build on Cardano's and Vi\`ete's work on algebraic solutions of the cubic are numerically unstable for matrices with repeated eigenvalues. This work presents numerically…
We introduce matrix-valued weight functions of arbitrary size, which are analogues of the weight function for the Gegenbauer or ultraspherical polynomials for the parameter $\nu>0$. The LDU-decomposition of the weight is explicitly given in…
A classical result by Schoenberg (1942) identifies all real-valued functions that preserve positive semidefiniteness (psd) when applied entrywise to matrices of arbitrary dimension. Schoenberg's work has continued to attract significant…
We study the backward stability of running a backward stable eigenstructure solver on a pencil $S(\lambda)$ that is a strong linearization of a rational matrix $R(\lambda)$ expressed in the form $R(\lambda)=D(\lambda)+ C(\lambda…
A new algorithm to compute the restricted singular value decomposition of dense matrices is presented. Like Zha's method \cite{Zha92}, the new algorithm uses an implicit Kogbetliantz iteration, but with four major innovations. The first…
We introduce an eigenvalue-preserving transformation algorithm from the generalized eigenvalue problem by matrix pencil of the upper and the lower bidiagonal matrices into a standard eigenvalue problem while preserving sparsity, using the…
In this paper we present several additions to the quaternion QR algorithm, including algorithms for eigenvector computation and eigenvalue reordering. A key outcome of the eigenvalue reordering algorithm is that the aggressive early…
We consider the distance from a (square or rectangular) matrix pencil to the nearest matrix pencil in 2-norm that has a set of specified eigenvalues. We derive a singular value optimization characterization for this problem and illustrate…
Schur decompositions and the corresponding Schur forms of a single matrix, a pair of matrices, or a collection of matrices associated with the periodic eigenvalue problem are frequently used and studied. These forms are upper-triangular…
It is well known that a family of $n\times n$ commuting matrices can be simultaneously triangularized by a unitary similarity transformation. The diagonal entries of the triangular matrices define the $n$ joint eigenvalues of the family. In…
This paper considers the problem of finding the nearest $\Omega$-stable pencil to a given square pencil $A+xB \in \mathbb{C}^{n \times n}$, where a pencil is called $\Omega$-stable if it is regular and all of its eigenvalues belong to the…