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1991 | OriginalPaper | Buchkapitel

Constructing a Unitary Hessenberg Matrix from Spectral Data

verfasst von : Gregory Ammar, William Gragg, Lothar Reichel

Erschienen in: Numerical Linear Algebra, Digital Signal Processing and Parallel Algorithms

Verlag: Springer Berlin Heidelberg

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We consider the numerical construction of a unitary Hessenberg matrix from spectral data using an inverse QR algorithm. Any upper unitary Hessenberg matrix H with nonnegative subdiagonal elements can be represented by 2n − 1 real parameters. This representation, which we refer to as the Schur parametrization of H, facilitates the development of efficient algorithms for this class of matrices. We show that a unitary upper Hessenberg matrix H with positive subdiagonal elements is determined by its eigenvalues and the eigenvalues of a rank-one unitary perturbation of H. The eigenvalues of the perturbation strictly interlace the eigenvalues of H on the unit circle.

Metadaten
Titel
Constructing a Unitary Hessenberg Matrix from Spectral Data
verfasst von
Gregory Ammar
William Gragg
Lothar Reichel
Copyright-Jahr
1991
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-75536-1_18