A Real QZ Algorithm for Structured Companion Pencils

Abstract

We design a fast implicit real QZ algorithm for eigenvalue computation of structured companion pencils arising from linearizations of polynomial rootfinding problems. The modified QZ algorithm computes the generalized eigenvalues of an N× N structured matrix pencil using O(N) flops per iteration and O(N) memory storage. Numerical experiments and comparisons confirm the effectiveness and the stability of the proposed method.

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