Using Semi-implicit Iterations in the Periodic QZ Algorithm

Vasile Sima, Pascal Gahinet

2020

Abstract

The periodic QZ (pQZ) algorithm is the key solver in many applications, including periodic systems, cyclic matrices and matrix pencils, and solution of skew-Hamiltonian/Hamiltonian eigenvalue problems, which, in turn, is basic in optimal and robust control, and characterization of dynamical systems. This algorithm operates on a formal product of matrices. For numerical reasons, the standard pQZ algorithm uses an implicit approach during the iterative process. The shifts needed to increase the convergence rate are implicitly defined and applied via an embedding, which essentially allows to reduce the processing to transformations of the data by Givens rotations. But the implicit approach may not converge for some periodic eigenvalue problems. A new, semi-implicit approach is proposed to avoid convergence failures and reduce the number of iterations. This approach uses shifts computed explicitly, but without evaluating the matrix product. The shifts are applied via a suitable embedding. The combination of the implicit and semi-implicit schemes proved beneficial for improving the behavior of the pQZ algorithm. The numerical results for several extensive tests have shown no convergence failures and a reduced number of iterations.

Paper Citation

in Harvard Style

Sima V. and Gahinet P. (2020). Using Semi-implicit Iterations in the Periodic QZ Algorithm.In Proceedings of the 17th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-442-8, pages 35-46. DOI: 10.5220/0009823300350046

in Bibtex Style

@conference{icinco20,
author={Vasile Sima and Pascal Gahinet},
title={Using Semi-implicit Iterations in the Periodic QZ Algorithm},
booktitle={Proceedings of the 17th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2020},
pages={35-46},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0009823300350046},
isbn={978-989-758-442-8},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 17th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Using Semi-implicit Iterations in the Periodic QZ Algorithm
SN - 978-989-758-442-8
AU - Sima V.
AU - Gahinet P.
PY - 2020
SP - 35
EP - 46
DO - 10.5220/0009823300350046