Title:
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Convergence acceleration of shifted $LR$ transformations for totally nonnegative Hessenberg matrices (English) |
Author:
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Fukuda, Akiko |
Author:
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Yamamoto, Yusaku |
Author:
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Iwasaki, Masashi |
Author:
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Ishiwata, Emiko |
Author:
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Nakamura, Yoshimasa |
Language:
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English |
Journal:
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Applications of Mathematics |
ISSN:
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0862-7940 (print) |
ISSN:
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1572-9109 (online) |
Volume:
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65 |
Issue:
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5 |
Year:
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2020 |
Pages:
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677-702 |
Summary lang:
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English |
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Category:
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math |
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Summary:
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We design shifted $LR$ transformations based on the integrable discrete hungry Toda equation to compute eigenvalues of totally nonnegative matrices of the banded Hessenberg form. The shifted $LR$ transformation can be regarded as an extension of the extension employed in the well-known dqds algorithm for the symmetric tridiagonal eigenvalue problem. In this paper, we propose a new and effective shift strategy for the sequence of shifted $LR$ transformations by considering the concept of the Newton shift. We show that the shifted $LR$ transformations with the resulting shift strategy converge with order $2-\epsilon $ for arbitrary $\epsilon >0$. (English) |
Keyword:
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$LR$ transformation |
Keyword:
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totally nonnegative matrix |
Keyword:
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Newton shift |
Keyword:
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convergence rate |
MSC:
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34B16 |
MSC:
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34C25 |
idZBL:
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07285952 |
idMR:
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MR4160788 |
DOI:
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10.21136/AM.2020.0378-19 |
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Date available:
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2020-09-23T13:51:18Z |
Last updated:
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2022-11-07 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/148372 |
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Reference:
|
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Reference:
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