Abstract

In this paper, we survey several recent results that highlight an interplay between a relatively new class of quasiseparable matrices and univariate polynomials. Quasiseparable matrices generalize two classical matrix classes, Jacobi (tridiagonal) matrices and unitary Hessenberg matrices that are known to correspond to real orthogonal polynomials and Szegö polynomials, respectively. The latter two polynomial families arise in a wide variety of applications, and their short recurrence relations are the basis for a number of efficient algorithms. For historical reasons, algorithm development is more advanced for real orthogonal polynomials. Recent variations of these algorithms tend to be valid only for the Szegö polynomials; they are analogues and not generalizations of the original algorithms. Herein, we survey several recent results for the “superclass” of quasiseparable matrices, which includes both Jacobi and unitary Hessenberg matrices as special cases. The interplay between quasiseparable matrices and their associated polynomial sequences (which contain both real orthogonal and Szegö polynomials) allows one to obtain true generalizations of several algorithms. Specifically, we discuss the Björck–Pereyra algorithm, the Traub algorithm, certain new digital filter structures, as well as QR and divide and conquer eigenvalue algorithms.

Highlights

  • An interplay between polynomials and structured matrices is a well-studied topic, see, e.g., [48,44,45,46] and many references therein

  • Since the class of quasiseparable matrices contains as subclasses the classes of tridiagonal and unitary Hessenberg matrices, an algorithm formulated in terms of quasiseparable structure results in a generalization of the previous work, as opposed to carrying algorithms over for the new case only

  • We start with a (r, r)-out-of-band quasiseparable matrix with the bandwidth m given by its generators

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Summary

Introduction

An interplay between polynomials and structured matrices is a well-studied topic, see, e.g., [48,44,45,46] and many references therein. In the context of polynomial computations, typically matrices with Toeplitz, Hankel, Vandemonde, and related structures were of interest. A rather different class of quasiseparable matrices has been receiving a lot of attention.. The problems giving rise to quasiseparable matrices as well as the methods for attacking them are somewhat different from those for Toeplitz and Hankel matrices. We start by indicating (in Sections 1.1–1.3) one of the differences between these familiar classes of structured matrices and the new one

Classical polynomial families and their moment matrices
Classical polynomial families and their recurrence matrices
Example
Main results
Interplay between polynomials and classes of structured matrices
Filter structures and the Markel–Grey filter structure
New filter structures
Classical Björck–Pereyra algorithm and its extensions
The classical Traub algorithm and its extensions
Motivation
Reduction to tridiagonal form via Householder reflections
QR iterations
Then we compute the generators of Q which is a product of V and U
Eigenvalue problems
Tridiagonal matrices and divide and conquer algorithms
New divide and conquer algorithm for arbitrary order quasiseparable matrices
Summary
Full Text
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