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.

Deflating Invariant Subspaces for Rank Structured Pencils

Nicola Mastronardi;
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.
2024
Istituto Applicazioni del Calcolo ''Mauro Picone''
deflating subspace; rank structured pencil; perfect shift
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/452977
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