Implicit QR for Companion-like Pencils
classification
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cs.NA
keywords
pencilsalgorithmimplicitmatrixrankadjustedarisingcertain
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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.
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