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Deflating Invariant Subspaces for Rank Structured Pencils

Articolo
Data di Pubblicazione:
2024
Abstract:
It is known that executing a perfect shifted QR step via the implicit QR algorithm may not result in a deflation of the perfect shift. Typically, several steps are required before deflation actually takes place. This deficiency can be remedied by determining the similarity transformation via the associated eigenvector. Similar techniques have been deduced for the QZ algorithm and for the rational QZ algorithm. In this paper we present a similar approach for executing a perfect shifted QZ step on a general rank structured pencil instead of a specific rank structured one, e.g., a Hessenberg--Hessenberg pencil. For this, we rely on the rank structures present in the transformed matrices. A theoretical framework is presented for dealing with general rank structured \rev{pencils} and deflating subspaces. We present the corresponding algorithm allowing} to deflate simultaneously a block of eigenvalues rather than a single one. We define the level-rho poles and show that these poles are maintained executing the deflating algorithm. Numerical experiments illustrate the robustness of the presented approach showing the importance of using the improved scaled residual approach.
Tipologia CRIS:
01.01 Articolo in rivista
Keywords:
deflating subspace; rank structured pencil; perfect shift
Elenco autori:
Mastronardi, Nicola
Autori di Ateneo:
MASTRONARDI NICOLA
Link alla scheda completa:
https://iris.cnr.it/handle/20.500.14243/452977
Pubblicato in:
THE ELECTRONIC JOURNAL OF LINEAR ALGEBRA
Journal
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