Separable Type Representations of Matrices and Fast Algorithms: Volume 2 Eigenvalue Method

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This two-volume work presents a systematic theoretical and computational study of several types of generalizations of separable matrices. The main attention is paid to fast algorithms (many of linear complexity) for matrices in semiseparable, quasiseparable, band and companion form. The work is focused on algorithms of multiplication, inversion and description of eigenstructure and includes a large number of illustrative examples throughout the different chapters.

The second volume, consisting of four parts, addresses the eigenvalue problem for matrices with quasiseparable structure and applications to the polynomial root finding problem. In the first part the properties of the characteristic polynomials of principal leading submatrices, the structure of eigenspaces and the basic methods to compute eigenvalues are studied in detail for matrices with quasiseparable representation of the first order. The second part is devoted to the divide and conquer method, with the main algorithms being derived also for matrices with quasiseparable representation of order one. The QR iteration method for some classes of matrices with quasiseparable of any order representations is studied in the third part. This method is then used in the last part in order to get a fast solver for the polynomial root finding problem. The work is based mostly on results obtained by the authors and their coauthors. Due to its many significant applications and the accessible style the text will be useful to engineers, scientists, numerical analysts, computer scientists and mathematicians alike.

Author(s): Yuli Eidelman, Israel Gohberg, Iulian Haimovici (auth.)
Series: Operator Theory: Advances and Applications 235
Edition: 1
Publisher: Birkhäuser Basel
Year: 2014

Language: English
Pages: 359
Tags: Linear and Multilinear Algebras, Matrix Theory; Numerical Analysis

Front Matter....Pages i-xi
Front Matter....Pages 1-2
Quasiseparable of Order One Matrices.Characteristic Polynomials....Pages 3-12
Eigenvalues with Geometric Multiplicity One....Pages 13-31
Kernels of Quasiseparable of Order One Matrices....Pages 33-49
Multiple Eigenvalues....Pages 51-71
Front Matter....Pages 73-74
Divide Step....Pages 75-93
Conquer Step and Eigenproblem for Rational Matrix Functions....Pages 95-101
Complete Algorithm for Hermitian Matrices....Pages 103-115
Complete Algorithm for Unitary Hessenberg Matrices....Pages 117-131
Front Matter....Pages 133-134
The QR Iteration Method for Eigenvalues....Pages 135-162
The Reduction to Hessenberg Form....Pages 163-205
The Implicit QR Iteration Method for Eigenvalues of Upper Hessenberg Matrices....Pages 207-255
Front Matter....Pages 257-258
Companion and Unitary Matrices....Pages 259-279
Explicit Methods....Pages 281-294
Implicit Methods with Compression....Pages 295-303
The Factorization Based Implicit Method....Pages 305-321
Implicit Algorithms Based on the QR Representation....Pages 323-354
Back Matter....Pages 355-359