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BIT Numerical Mathematics

, Volume 55, Issue 3, pp 677–703 | Cite as

Efficient algorithm for simultaneous reduction to the \(m\)-Hessenberg-triangular-triangular form

  • Nela BosnerEmail author
Article

Abstract

This paper proposes an efficient algorithm for simultaneous reduction of three matrices by using orthogonal transformations, where \(A\) is reduced to \(m\)-Hessenberg form, and \(B\) and \(E\) to triangular form. The algorithm is a blocked version of the algorithm described by Miminis and Paige (Int J Control 35:341–354, 1982). The \(m\)-Hessenberg-triangular–triangular form of matrices \(A\), \(B\) and \(E\) is specially suitable for solving multiple shifted systems \((\sigma E-A)X=B\). Such shifted systems naturally occur in control theory when evaluating the transfer function of a descriptor system, or in interpolatory model reduction methods. They also arise as a result of discretizing the time-harmonic wave equation in heterogeneous media, or originate from structural dynamics engineering problems. The proposed blocked algorithm for the \(m\)-Hessenberg-triangular-triangular reduction is based on aggregated Givens rotations, and is a generalization of the blocked algorithm for the Hessenberg-triangular reduction proposed by Kågström et al. (BIT 48:563–584, 2008). Numerical tests confirm that the blocked algorithm is much faster than its non-blocked version based on regular Givens rotations only. As an illustration of its efficiency, two applications of the \(m\)-Hessenberg-triangular-triangular reduction from control theory are described: evaluation of the transfer function of a descriptor system at many complex values, and computation of the staircase form used to identify the controllable part of the system.

Keywords

\(m\)-Hessenberg-triangular-triangular form Orthogonal transformations Level 3 BLAS Blocked algorithm  Solving shifted system Transfer function evaluation Staircase form 

Mathematics Subject Classification

15A21 15A06 65F05 65Y20 93B05 93B10 93B17 93B40 

Notes

Acknowledgments

The author wishes to thank the referees for giving many helpful suggestions, which inspired the development of the double-blocked algorithm for the \(m\)-Hessenberg-triangular-triangular reduction, and helped to improve the quality of the paper.

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Copyright information

© Springer Science+Business Media Dordrecht 2014

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of ZagrebZagrebCroatia

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