The roots of a monic polynomial expressed in a Chebyshev basis are known to be the eigenvalues of the so-called colleague matrix, which is a Hessenberg matrix that is the sum of a symmetric tridiagonal matrix and a rank-1 matrix. The rootfinding problem is thus reformulated as an eigenproblem, making the computation of the eigenvalues of such matrices a subject of significant practical importance. In this manuscript, we describe an $O(n^2)$ explicit structured QR algorithm for colleague matrices and prove that it is componentwise backward stable, in the sense that the backward error in the colleague matrix can be represented as relative perturbations to its components. A recent result of Noferini, Robol, and Vandebril shows that componentwise backward stability implies that the backward error $\delta c$ in the vector $c$ of Chebyshev expansion coefficients of the polynomial has the bound $\lVert \delta c \rVert \lesssim \lVert c \rVert u$, where $u$ is machine precision. Thus, the algorithm we describe has both the optimal backward error in the coefficients and the optimal cost $O(n^2)$. We illustrate the performance of the algorithm with several numerical examples.
翻译:以 Chebyshev 基质表示的一元多元值的根部已知是所谓的同事矩阵的元值,即赫森贝格矩阵,即赫森贝格矩阵,即对称三对形矩阵和一等矩阵的总和。因此,根调查问题被改写成一个元问题,使计算这种矩阵的元值成为具有重大实际重要性的主题。在本手稿中,我们描述一个美元(n)2)明确的对同事矩阵结构化 QR 算法,并证明它是成分向后稳定的,即同事矩阵的后向错误可以代表与其组成部分的相对扰动。诺菲里尼、罗波尔和范德布里尔的最新结果显示,组成后向稳定性意味着,这种矩阵的矢量值值的美元值值值计算是一个具有重大实际重要性的主题。在本手语中,我们描述一个美元明确的QRRRR值算法(rVert c) 并证明它是组成后向,即同事矩阵的后向错误可以代表其各值。