MATH Seminar
| Title: A structured QZ method for colleague matrix pencils |
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| Seminar: Numerical Analysis and Scientific Computing |
| Speaker: Paola Boito of Universite` de Limoges - CNRS |
| Contact: MIchele Benzi, benzi@mathcs.emory.edu |
| Date: 2013-03-21 at 4:00PM |
| Venue: W306 |
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| Abstract: In this work we present a fast structured version of the QZ algorithm designed to compute the generalized eigenvalues of a class of matrix pencils. In particular, this class includes colleague pencils arising from the zero-finding problem for polynomials expressed in the Chebyshev basis. The method relies on quasiseparable matrix structure and it is based on the representation of the relevant matrices as low rank perturbations of Hermitian or unitary matrices. The complexity for an $N\times N$ pencil is $\mathcal{O}(N^2)$, with $\mathcal{O}(N)$ memory. Numerical experiments confirm the effectiveness and practical stability of the method. |
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