A fast algorithm for index of annihilation computations
type: Item
instance of: scholarly article
title: A fast algorithm for index of annihilation computations
zbMATH Open document ID: 0952.93039
DOI: 10.1016/S0377-0427(99)00103-X
author: Yanyan Li
published in: Journal of Computational and Applied Mathematics
publication date: 2001-01-11T00:00:00Z
review text: A new, fast algorithm to compute the index of annihilation of the associated pencil of a given matrix is presented. The procedure can be used to compute the elementary divisors of a given square matrix, with real or complex coefficients. The numerical procedure, based on the use of a sparse Toeplitz matrix and exploiting the rank revealing QR decomposition, is faster than existing algorithms based on the SVD approach, and stable. The reliability indices are controlled by quantities that can be computed by the algorithm. The computational complexity of the method is discussed and its performance is tested on a number of examples, considering different types of problems including well-conditioned and ill-conditioned.
Mathematics Subject Classification ID: 93B40
Mathematics Subject Classification ID: 93B10
zbMATH DE Number: 1367892
zbMATH Keywords: fast algorithm
zbMATH Keywords: index of annihilation
zbMATH Keywords: sparse Toeplitz matrix
zbMATH Keywords: rank revealing QR decomposition
reviewed by: A. M. Perdon
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1367892