Qd-type methods for quasiseparable matrices
In the last few years many numerical techniques for computing eigenvalues of structured rank matrices have been proposed. Most of them arebased on $QR$ iterations since, in the symmetric case, the rank structure is preserved and high accuracy is guaranteed. In the unsymmetric
case, however, the $QR$ algorithm destroys the rank structure, which is instead preserved if $LR$ iterations are used. We consider a wide
class of quasiseparable matrices which can be represented in terms of the same parameters involved in their Neville factorization. This
class, if assumptions are made to prevent possible breakdowns, is closed under $LR$ steps. Moreover, we propose an implicit shifted $LR$
method with a linear cost per step, which resembles the qd method for tridiagonal matrices. We show that for totally nonnegative
quasiseparable matrices the algorithm is stable and breakdowns cannot occur, if the Laguerre shift, or other shift strategy preserving
nonnegativity, is used. Computational evidence shows that good accuracy is obtained also when applied to symmetric positive definite
matrices.