A Real QZ Algorithm for Structured Companion Pencils

Paola Boito; Yuli Eidelman; Luca Gemignani

A Real QZ Algorithm for Structured Companion Pencils

Numerical Analysis 2017-03-27 v3

Authors: Paola Boito , Yuli Eidelman , Luca Gemignani

Abstract

We design a fast implicit real QZ algorithm for eigenvalue computation of structured companion pencils arising from linearizations of polynomial rootfinding problems. The modified QZ algorithm computes the generalized eigenvalues of an $N\times N$ structured matrix pencil using $O(N)$ flops per iteration and $O(N)$ memory storage. Numerical experiments and comparisons confirm the effectiveness and the stability of the proposed method.

Keywords

matrix algorithms randomized kaczmarz algorithm computational complexity

Cite

@article{arxiv.1608.05395,
  title  = {A Real QZ Algorithm for Structured Companion Pencils},
  author = {Paola Boito and Yuli Eidelman and Luca Gemignani},
  journal= {arXiv preprint arXiv:1608.05395},
  year   = {2017}
}

Comments

arXiv admin note: text overlap with arXiv:1401.5606

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