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A Householder-Based Algorithm for Hessenberg-Triangular Reduction

A Householder-Based Algorithm for Hessenberg-Triangular Reduction

The QZ algorithm for computing eigenvalues and eigenvectors of a matrix pencil $A - \lambda B$ requires that the matrices first be reduced to Hessenberg-triangular (HT) form. The current method of choice for HT reduction relies entirely on Givens rotations regrouped and accumulated into small dense matrices which are subsequently …