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Discrete non-commutative hungry Toda lattice and its application in matrix computation

  • Zheng Wang,
  • Shi-Hao Li,
  • Kang-Ya Lu,
  • Jian-Qing Sun

摘要

In this paper, we plan to show an eigenvalue algorithm for block Hessenberg matrices by using the idea of non-commutative integrable systems and matrix-valued orthogonal polynomials. We introduce adjacent families of matrix-valued \(\theta \) θ -deformed bi-orthogonal polynomials, and derive corresponding discrete non-commutative hungry Toda lattice from discrete spectral transformations for polynomials. It is shown that this discrete system can be used as a pre-precessing algorithm for block Hessenberg matrices. Besides, some convergence analysis and numerical examples of this algorithm are presented.