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Pole-swapping algorithms for alternating and palindromic eigenvalue problems (1906.09942v2)
Published 24 Jun 2019 in math.NA and cs.NA
Abstract: Pole-swapping algorithms are generalizations of bulge-chasing algorithms for the generalized eigenvalue problem. Structure-preserving pole-swapping algorithms for the palindromic and alternating eigenvalue problems, which arise in control theory, are derived. A refinement step that guarantees backward stability of the algorithms is included. This refinement can also be applied to bulge-chasing algorithms that had been introduced previously, thereby guaranteeing their backward stability in all cases.