Volume 18, pp. 137-152, 2004.
On the shifted QR iteration applied to companion matrices
Dario A. Bini, Francesco Daddi, and Luca Gemignani
Abstract
We show that the shifted QR iteration applied to a companion matrix $F$ maintains the weakly semiseparable structure of $F$. More precisely, if $A_i-\alpha_i I=Q_iR_i$, $A_{i+1}:=R_iQ_i+\alpha_iI$, $i=0,1,\ldots$, where $A_0=F$, then we prove that $Q_i$, $R_i$ and $A_i$ are semiseparable matrices having semiseparability rank at most 1, 4 and 3, respectively. This structural property is used to design an algorithm for performing a single step of the QR iteration in just $O(n)$ flops. The robustness and reliability of this algorithm is discussed. Applications to approximating polynomial roots are shown.
Full Text (PDF) [180 KB], BibTeX
Key words
companion matrices, QR factorization, QR iteration, semiseparable matrices, eigenvalues, polynomial roots.
AMS subject classifications
65F15, 15A18, 65H17.
ETNA articles which cite this article
Vol. 30 (2008), pp. 144-167 Raf Vandebril, Marc Van Barel, and Nicola Mastronardi: A parallel QR-factorization/solver of quasiseparable matrices |
Vol. 33 (2008-2009), pp. 126-150 Raf Vandebril, Marc Van Barel, and Nicola Mastronardi: A new iteration for computing the eigenvalues of semiseparable (plus diagonal) matrices |
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