Title: A symmetric structure-preserving FQR algorithm for linear response eigenvalue problems
Authors: Li, Tiexiang
Li, Ren-Cang
Lin, Wen-Wei
應用數學系
Department of Applied Mathematics
Keywords: Pi(+/-)-matrix;Gamma-orthogonality;Structure preserving;PQR algorithm;Linear response eigenvalue problem
Issue Date: 1-May-2017
Abstract: In this paper, we present an efficient PQR algorithm for solving the linear response eigenvalue problem H-x = lambda(x) , where H is Pi(-)-symmetric with respect to Gamma(0) = diag(I-n,-I-n). Based on newly introduced Gamma-orthogonal transformations, the PQR algorithm preserves the Pi(-)-symmetric structure of H throughout the whole process, and thus guarantees the computed eigenvalues to appear pairwise (lambda, -lambda) as they should. With the help of a newly established implicit Gamma-orthogonality theorem, we incorporate the implicit multi-shift technique to accelerate the convergence of the Gamma QR algorithm. Numerical experiments are given to show the effectiveness of the algorithm.(C) 2017 Elsevier Inc. All rights reserved.
URI: http://dx.doi.org/10.1016/j.laa.2017.01.005
http://hdl.handle.net/11536/144764
ISSN: 0024-3795
DOI: 10.1016/j.laa.2017.01.005
Journal: LINEAR ALGEBRA AND ITS APPLICATIONS
Volume: 520
Begin Page: 191
End Page: 214
Appears in Collections:Articles