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Proceedings Paper

Periodic Schur decomposition: algorithms and applications
Author(s): Adam W. Bojanczyk; Gene H. Golub; Paul Van Dooren
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Paper Abstract

In this paper we derive a unitary eigendecomposition for a sequence of matrices which we call the periodic Schur decomposition. We prove its existence and discuss its application to the solution of periodic difference equations arising in control. We show how the classical QR algorithm can be extended to provide a stable algorithm for computing this generalized decomposition. We apply the decomposition also to cyclic matrices and two point boundary value problems. Key words. Numerical algorithms, linear algebra, periodic systems, K-cyclic matrices, two-point boundary value problems

Paper Details

Date Published: 30 November 1992
PDF: 12 pages
Proc. SPIE 1770, Advanced Signal Processing Algorithms, Architectures, and Implementations III, (30 November 1992); doi: 10.1117/12.130915
Show Author Affiliations
Adam W. Bojanczyk, Cornell Univ. (United States)
Gene H. Golub, Stanford Univ. (United States)
Paul Van Dooren, Univ. of Illinois/Urbana-Champaign (United States)

Published in SPIE Proceedings Vol. 1770:
Advanced Signal Processing Algorithms, Architectures, and Implementations III
Franklin T. Luk, Editor(s)

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