10.25394/PGS.7411544.v1 James P. Vogel James P. Vogel On the Structured Eigenvalue Problem: Methods, Analysis, and Applications Purdue University Graduate School 2019 eigenvalues HSS superfast divide-and-conquer Numerical Analysis 2019-01-17 14:04:19 Thesis https://hammer.purdue.edu/articles/thesis/On_the_Structured_Eigenvalue_Problem_Methods_Analysis_and_Applications/7411544 <div>This PhD thesis is an important development in the theories, methods, and applications of eigenvalue algorithms for structured matrices. Though eigenvalue problems have been well-studied, the class of matrices that admit very fast (near-linear time) algorithms was quite small until very recently. We developed and implemented a generalization of the famous symmetric tridiagonal divide-and-conquer algorithm to a much larger class of rank structured matrices (symmetric hierarchically semisperable, or HSS) that appear frequently in applications. Altogether, this thesis makes valuable contributions to three different major areas of scientific computing: algorithmic development, numerical analysis, and applications. In addition to the previously stated divide-and-conquer algorithm, we generalize to larger classes of eigenvalue problems and provide several key new low-rank update algorithms. A major contribution the analysis of the structured eigenvalue problem. In addition to standard perturbation analysis, we elucidate some subtle and previously under-examined issues in structured matrix eigenvalue problems such as subspace contributions and secular equation conditioning. Finally, several applications are studied.</div>