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Some fast algorithms for computing the eigenvalues of a block companion matrix $A = U + XY^H$, where $Uin mathbb C^{ntimes n}$ is unitary block circulant and $X, Y inmathbb{C}^{n times k}$, have recently appeared in the literature. Most of these algorithms rely on the decomposition of $A$ as product of scalar companion matrices which turns into a factored representation of the Hessenberg reduction of $A$. In this paper we generalize the approach to encompass Hessenberg matrices of the form $A=U + XY^H$ where $U$ is a general unitary matrix. A remarkable case is $U$ unitary diagonal which makes possible to deal with interpolation techniques for rootfinding problems and nonlinear eigenvalue problems. Our extension exploits the properties of a larger matrix $hat A$ obtained by a certain embedding of the Hessenberg reduction of $A$ suitable to maintain its structural properties. We show that $hat A$ can be factored as product of lower and upper unitary Hessenberg matrices possibly perturbed in the first $k$ rows, and, moreover, such a data-sparse representation is well suited for the design of fast eigensolvers based on the QR/QZ iteration. The resulting algorithm is fast and backward stable.
We present fast numerical methods for computing the Hessenberg reduction of a unitary plus low-rank matrix $A=G+U V^H$, where $Gin mathbb C^{ntimes n}$ is a unitary matrix represented in some compressed format using $O(nk)$ parameters and $U$ and $V$
Expressing a matrix as the sum of a low-rank matrix plus a sparse matrix is a flexible model capturing global and local features in data. This model is the foundation of robust principle component analysis (Candes et al., 2011) (Chandrasekaran et al.
Hermitian and unitary matrices are two representatives of the class of normal matrices whose full eigenvalue decomposition can be stably computed in quadratic computing com plexity. Recently, fast and reliable eigensolvers dealing with low rank pertu
Quaternion matrices are employed successfully in many color image processing applications. In particular, a pure quaternion matrix can be used to represent red, green and blue channels of color images. A low-rank approximation for a pure quaternion m
More recently, an Approximate SVD Based on Qatar Riyal (QR) Decomposition (CSVD-QR) method for matrix complete problem is presented, whose computational complexity is $O(r^2(m+n))$, which is mainly due to that $r$ is far less than $min{m,n}$, where $