Related papers: Fast QR iterations for unitary plus low rank matri…
We present fast numerical methods for computing the Hessenberg reduction of a unitary plus low-rank matrix $A=G+U V^H$, where $G\in \mathbb C^{n\times n}$ is a unitary matrix represented in some compressed format using $O(nk)$ parameters…
We develop two fast algorithms for Hessenberg reduction of a structured matrix $A = D + UV^H$ where $D$ is a real or unitary $n \times n$ diagonal matrix and $U, V \in\mathbb{C}^{n \times k}$. The proposed algorithm for the real case…
The QR algorithm is one of the three phases in the process of computing the eigenvalues and the eigenvectors of a dense nonsymmetric matrix. This paper describes a task-based QR algorithm for reducing an upper Hessenberg matrix to real…
We propose a photonic native procedure for computing the QR factorization of a matrix using a programmable unitary interferometer mesh. The method configures the mesh through a sequence of local power routing steps within tunable two mode…
We present a novel algorithm to perform the Hessenberg reduction of an $n\times n$ matrix $A$ of the form $A = D + UV^*$ where $D$ is diagonal with real entries and $U$ and $V$ are $n\times k$ matrices with $k\le n$. The algorithm has a…
Solving and visualizing the potential roots of complex functions is essential in both theoretical and applied domains, yet often computationally intensive. We present a hardware-accelerated algorithm for complex function roots density graph…
In the last decade matrix polynomials have been investigated with the primary focus on adequate linearizations and good scaling techniques for computing their eigenvalues and eigenvectors. In this article we propose a new method for…
A fast implicit QR algorithm for eigenvalue computation of low rank corrections of unitary matrices is adjusted to work with matrix pencils arising from polynomial zerofinding problems . The modified QZ algorithm computes the generalized…
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…
Inverse iteration is known to be an effective method for computing eigenvectors corresponding to simple and well-separated eigenvalues. In the non-symmetric case, the solution of shifted Hessenberg systems is a central step. Existing…
Rapid convergence of the shifted QR algorithm on symmetric matrices was shown more than fifty years ago. Since then, despite significant interest and its practical relevance, an understanding of the dynamics and convergence properties of…
Many standard linear algebra problems can be solved on a quantum computer by using recently developed quantum linear algebra algorithms that make use of block encodings and quantum eigenvalue/singular value transformations. A block encoding…
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…
The QZ algorithm for computing eigenvalues and eigenvectors of a matrix pencil $A - \lambda B$ requires that the matrices first be reduced to Hessenberg-triangular (HT) form. The current method of choice for HT reduction relies entirely on…
Block encoding is a key ingredient in the recently developed quantum singular value transformation (QSVT) framework, which provides a unifying description for many quantum algorithms. Initially introduced to simplify and optimize resource…
We give a self-contained randomized algorithm based on shifted inverse iteration which provably computes the eigenvalues of an arbitrary matrix $M\in\mathbb{C}^{n\times n}$ up to backward error $\delta\|M\|$ in…
A standard approach to compute the roots of a univariate polynomial is to compute the eigenvalues of an associated \emph{confederate} matrix instead, such as, for instance the companion or comrade matrix. The eigenvalues of the confederate…
This work is a continuation of "Fast and backward stable computation of roots of polynomials" by J.L. Aurentz, T. Mach, R. Vandebril, and D.S. Watkins, SIAM Journal on Matrix Analysis and Applications, 36(3): 942--973, 2015. In that paper…
We present a fast direct algorithm for computing symmetric factorizations, i.e. $A = WW^T$, of symmetric positive-definite hierarchical matrices with weak-admissibility conditions. The computational cost for the symmetric factorization…
We construct fast, structure-preserving iterations for computing the sign decomposition of a unitary matrix $A$ with no eigenvalues equal to $\pm i$. This decomposition factorizes $A$ as the product of an involutory matrix $S =…