Yuli Eidelman

Paola Boito, Yuli Eidelman, Luca Gemignani

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.

Paola Boito, Yuli Eidelman, Luca Gemignani

In this paper we focus on the solution of shifted quasiseparable systems and of more general parameter dependent matrix equations with quasiseparable representations. We propose an efficient algorithm exploiting the invariance of the quasiseparable structure under diagonal shifting and inversion. This algorithm is applied to compute various functions of matrices. Numerical experiments show that this approach is fast and numerically robust.

Paola Boito, Yuli Eidelman, Luca Gemignani

A fast implicit QR algorithm for eigenvalue computation of low rank corrections of unitary matrices is adjusted to work with matrix pencils arising from polynomial zerofinding problems . The modified QZ algorithm computes the generalized eigenvalues of certain NxN rank structured matrix pencils using O(N^2) ops and O(N) memory storage. Numerical experiments and comparisons confirm the effectiveness and the stability of the proposed method.