Available in electronic format
Available in print format
Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

The unitary completion and QR iterations for a class of structured matrices

Author(s): D. A. Bini; Y. Eidelman; L. Gemignani; I. Gohberg.
Journal: Math. Comp. 77 (2008), 353-378.
MSC (2000): Primary 15A18, 15A57, 65F15
Posted: June 22, 2007
Retrieve article in: PDF

Abstract | References | Similar articles | Additional information

Abstract: We consider the problem of completion of a matrix with a specified lower triangular part to a unitary matrix. In this paper we obtain the necessary and sufficient conditions of existence of a unitary completion without any additional constraints and give a general formula for this completion. The paper is mainly focused on matrices with the specified lower triangular part of a special form. For such a specified part the unitary completion is a structured matrix, and we derive in this paper the formulas for its structure. Next we apply the unitary completion method to the solution of the eigenvalue problem for a class of structured matrices via structured QR iterations.


References:

1.
D. A. Bini, Y. Eidelman, L. Gemignani and I. Gohberg, Fast QR eigenvalue algorithms for Hessenberg matrices which are rank-one perturbations of unitary matrices, Technical report 1587, Dipartimento di Matematica, Universita di Pisa, 2005.

2.
D. A. Bini, F. Daddi, and L. Gemignani.
On the shifted $ QR$ iteration applied to companion matrices.
Electron. Trans. Numer. Anal., 18:137-152, 2004. MR 2133492 (2005m:65076)

3.
D. Calvetti, S. Kim, and L. Reichel.
The restarted $ QR$-algorithm for eigenvalue computation of structured matrices.
J. Comput. Appl. Math., 149:415-422, 2002. MR 1937292 (2003i:65034)

4.
H. Dym and I. Gohberg, Extensions of matrix valued functions and block matrices, Indiana University Mathematics Journal 31: 733-765 (1982). MR 667792 (84g:47035)

5.
Y. Eidelman and I. Gohberg, On a new class of structured matrices. Integral Equations and Operator Theory 34: 293-324 (1999). MR 1689391 (2000e:15020)

6.
Y. Eidelman and I. Gohberg, Direct approach to the band completion problem. Linear Algebra and Application 385: 149-185 (2004). MR 2063354 (2005b:15047)

7.
P. E. Gill, G. H. Golub, W. Murray, and M. A. Saunders.
Methods for modifying matrix factorizations.
Math. Comp., 28:505-535, 1974. MR 0343558 (49:8299)

8.
W. B. Gragg, The QR algorithm for unitary Hessenberg matrices, Journal of Computational and Applied Mathematics 16: 1-8 (1986).

9.
G. H. Golub and C. F. Van Loan, Matrix Computations, John Hopkins, Baltimore 1983. MR 733103 (85h:65063)

10.
M. Stewart, Stability properties of several variants of the unitary Hessenberg QR algorithm, Contemporary Mathematics 281: 57-72 (2001). MR 1855505 (2002f:65055)

11.
D. S. Watkins.
Fundamentals of matrix computations.
Wiley-Interscience [John Wiley & Sons], New York, 2002. MR 1899577 (2003a:65002)

12.
J. H. Wilkinson.
The algebraic eigenvalue problem.
Monographs on Numerical Analysis. The Clarendon Press Oxford University Press, New York, 1988.
Oxford Science Publications. MR 950175 (89j:65031)


Similar Articles:

Retrieve articles in Mathematics of Computation with MSC (2000): 15A18, 15A57, 65F15

Retrieve articles in all Journals with MSC (2000): 15A18, 15A57, 65F15


Additional Information:

D. A. Bini
Affiliation: Dipartimento di Matematica, Università di Pisa, Largo Bruno Pontecorvo 5, 56127 Pisa, Italy
Email: bini@dm.unipi.it

Y. Eidelman
Affiliation: School of Mathematical Sciences, Raymond and Beverly Sackler Faculty of Exact Sciences, Tel-Aviv University, Ramat-Aviv 69978, Israel
Email: eideyu@post.tau.ac.il

L. Gemignani
Affiliation: Dipartimento di Matematica, Università di Pisa, Largo Bruno Pontecorvo 5, 56127 Pisa, Italy
Email: gemignan@dm.unipi.it

I. Gohberg
Affiliation: School of Mathematical Sciences, Raymond and Beverly Sackler Faculty of Exact Sciences, Tel-Aviv University, Ramat-Aviv 69978, Israel
Email: gohberg@post.tau.ac.il

DOI: 10.1090/S0025-5718-07-02004-2
PII: S 0025-5718(07)02004-2
Keywords: Unitary completion, Hessenberg matrices, rank-one perturbations, unitary matrices, companion matrices, quasiseparable matrices, $QR$ iteration, eigenvalue computation, complexity
Received by editor(s): September 4, 2005
Received by editor(s) in revised form: September 20, 2006
Posted: June 22, 2007
Additional Notes: This work was partially supported by MIUR grant number 2004015437
Copyright of article: Copyright 2007, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2009, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google