Efficient Reduction of Compressed Unitary plus Low-rank Matrices to Hessenberg form

Roberto Bevilacqua, Gianna M. Del Corso, Luca Gemignani

We present fast numerical methods for computing the Hessenberg reduction of a unitary plus low-rank matrix $A=G+U{V}^H$, where $G\in {\mathbb{C}}^{n\times n}$ is a unitary matrix repre…