Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations

We introduce a class ** of n×n structured matrices which includes three well-known classes of generalized companion matrices: tridiagonal plus rank-one matrices (comrade matrices), diagonal plus rank-one matrices and arrowhead matrices. Relying on the structure properties of **, we show that if A ∈ ** then A′=RQ ∈ **, where A=QR is the QR decomposition of A. This allows one to implement the QR iteration for computing the eigenvalues and the eigenvectors of any A ∈ ** with O(n) arithmetic operations per iteration and with O(n) memory storage. This iteration, applied to generalized companion matrices, provides new O(n2) flops algorithms for computing polynomial zeros and for solving the associated (rational) secular equations. Numerical experiments confirm the effectiveness and the robustness of our approach.