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Orthogonal iterations on Structured Pencils

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 نشر من قبل Gianna Maria Del Corso
 تاريخ النشر 2021
  مجال البحث الهندسة المعلوماتية
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We present a class of fast subspace tracking algorithms based on orthogonal iterations for structured matrices/pencils that can be represented as small rank perturbations of unitary matrices. The algorithms rely upon an updated data sparse factorization -- named LFR factorization -- using orthogonal Hessenberg matrices. These new subspace trackers reach a complexity of only $O(nk^2)$ operations per time update, where $n$ and $k$ are the size of the matrix and of the small rank perturbation, respectively.



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