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An Implicit Multishift $QR$-Algorithm for Hermitian Plus Low Rank Matrices

An Implicit Multishift $QR$-Algorithm for Hermitian Plus Low Rank Matrices

Hermitian plus possibly non-Hermitian low rank matrices can be efficiently reduced into Hessenberg form. The resulting Hessenberg matrix can still be written as the sum of a Hermitian plus low rank matrix. In this paper we develop a new implicit multishift $QR$-algorithm for Hessenberg matrices, which are the sum of …