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arXiv 1111.6558math.NAcs.NA
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秩结构矩阵的带移位微分qd算法

Differential qd algorithm with shifts for rank-structured matrices

The University of Edinburgh(爱丁堡大学)

Pavel Zhlobich

AI总结:

针对秩结构矩阵,提出多种拟可分离矩阵的qd算法变体,其中一种推广了三对角矩阵的dqds算法,可应用于伴随矩阵和同盟矩阵,为多项式求根提供新方法。

摘要:

尽管QR迭代在特征值计算中占主导地位,但在某些重要情况下,替代的LR型算法可能更可取。特别是在对称三对角情形下,Fernando和Parlett提出的带移位微分qd算法(dqds)通常收敛更快,同时保持高相对精度(这在QR算法中无法保证)。在秩结构矩阵的特征值计算中,QR算法也是常用选择,因为在对称情况下秩结构得以保持。然而,在非对称情况下,QR算法会破坏秩结构,因此LR型算法再次发挥作用。本文发现了拟可分离矩阵的几种qd算法变体。值得注意的是,其中一种应用于Hessenberg矩阵时,直接推广了三对角矩阵的dqds算法。因此,它可以应用于伴随矩阵和同盟矩阵等重要矩阵,并为以正交多项式基表示的多项式求根提供了一种替代算法。给出了初步数值实验的结果。

英文摘要:

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 shifts (dqds) proposed by Fernando and Parlett enjoys often faster convergence while preserving high relative accuracy (that is not guaranteed in QR algorithm). In eigenvalue computations for rank-structured matrices QR algorithm is also a popular choice since, in the symmetric case, the rank structure is preserved. In the unsymmetric case, however, QR algorithm destroys the rank structure and, hence, LR-type algorithms come to play once again. In the current paper we discover several variants of qd algorithms for quasiseparable matrices. Remarkably, one of them, when applied to Hessenberg matrices becomes a direct generalization of dqds algorithm for tridiagonal matrices. Therefore, it can be applied to such important matrices as companion and confederate, and provides an alternative algorithm for finding roots of a polynomial represented in the basis of orthogonal polynomials. Results of preliminary numerical experiments are presented.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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