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TW 459
Steven Delvaux and Marc Van Barel
The explicit QR-algorithm for rank structured matrices
Abstract
In this paper we show how to perform in an explicit way the shifted QR-algorithm for computing the eigenvalues of a rank structured matrix. The implementation is based on the underlying preservation of rank structure under the QR-algorithm. It will be expressed in terms of the Givens-weight/unitary-weight representation which we introduced in a previous paper. The results of some numerical experiments will be reported.
report.pdf (444K) / mailto: M. Van Barel