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A Givens-Weight Representation for Rank Structured Matrices

✍ Scribed by Delvaux, Steven; Van Barel, Marc


Book ID
118215349
Publisher
Society for Industrial and Applied Mathematics
Year
2008
Tongue
English
Weight
246 KB
Volume
29
Category
Article
ISSN
0895-4798

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Eigenvalue computation for unitary rank
✍ Steven Delvaux; Marc Van Barel πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 286 KB

In this paper we describe how to compute the eigenvalues of a unitary rank structured matrix in two steps. First we perform a reduction of the given matrix into Hessenberg form, next we compute the eigenvalues of this resulting Hessenberg matrix via an implicit QR-algorithm. Along the way, we explai