Applications of Mathematics, Vol. 65, No. 5, pp. 677-702, 2020


Convergence acceleration of shifted $LR$ transformations for totally nonnegative Hessenberg matrices

Akiko Fukuda, Yusaku Yamamoto, Masashi Iwasaki, Emiko Ishiwata, Yoshimasa Nakamura

Received December 30, 2019.   Published online September 7, 2020.

Abstract:  We design shifted $LR$ transformations based on the integrable discrete hungry Toda equation to compute eigenvalues of totally nonnegative matrices of the banded Hessenberg form. The shifted $LR$ transformation can be regarded as an extension of the extension employed in the well-known dqds algorithm for the symmetric tridiagonal eigenvalue problem. In this paper, we propose a new and effective shift strategy for the sequence of shifted $LR$ transformations by considering the concept of the Newton shift. We show that the shifted $LR$ transformations with the resulting shift strategy converge with order $2-\epsilon$ for arbitrary $\epsilon>0$.
Keywords:  $LR$ transformation; totally nonnegative matrix; Newton shift; convergence rate
Classification MSC:  34B16, 34C25
DOI:  10.21136/AM.2020.0378-19

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Affiliations:   Akiko Fukuda, Department of Mathematical Sciences, Shibaura Institute of Technology, 307 Fukasaku, Minuma-ku, Saitama 337-8570, Japan, e-mail: afukuda@shibaura-it.ac.jp; Yusaku Yamamoto, Department of Communication Engineering and Informatics, The University of Electro-Communications, 1-5-1 Chofugaoka, Chofu, Tokyo 182-8585, Japan, e-mail: yusaku.yamamoto@uec.ac.jp; Masashi Iwasaki, Department of Life and Environmental Sciences, Kyoto Prefectural University, 1-5 Shimogamo Nakaragi-cho, Sakyo-ku, Kyoto 606-8522, Japan, e-mail: imasa@kpu.ac.jp; Emiko Ishiwata, Department of Applied Mathematics, Tokyo University of Science, 1-3 Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan, e-mail: ishiwata@rs.tus.ac.jp; Yoshimasa Nakamura, Graduate School of Informatics, Kyoto University, 36-1 Yoshida-Honmachi, Sakyo-ku, Kyoto 606-8501, Japan, e-mail: ynaka@i.kyoto-u.ac.jp


 
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