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arxiv: 1608.05395 · v3 · pith:SQVE2NMAnew · submitted 2016-08-18 · 🧮 math.NA · cs.NA

A Real QZ Algorithm for Structured Companion Pencils

classification 🧮 math.NA cs.NA
keywords algorithmstructuredcompanionpencilsrealarisingcomparisonscomputation
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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.

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