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Title: Convergence acceleration of shifted $LR$ transformations for totally nonnegative Hessenberg matrices (English)
Author: Fukuda, Akiko
Author: Yamamoto, Yusaku
Author: Iwasaki, Masashi
Author: Ishiwata, Emiko
Author: Nakamura, Yoshimasa
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 65
Issue: 5
Year: 2020
Pages: 677-702
Summary lang: English
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Category: math
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Summary: 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: $LR$ transformation
Keyword: totally nonnegative matrix
Keyword: Newton shift
Keyword: convergence rate
MSC: 34B16
MSC: 34C25
idZBL: 07285952
idMR: MR4160788
DOI: 10.21136/AM.2020.0378-19
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Date available: 2020-09-23T13:51:18Z
Last updated: 2022-11-07
Stable URL: http://hdl.handle.net/10338.dmlcz/148372
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