
matrix A may also be obtained from the
eigenvalue decomposition of the matrix
. When
, the
matrix
is considerably smaller than the corresponding two-cyclic
matrix C of Equation (2).
The CSI-MSVD algorithm could be applied to
approximate the eigenvalues and eigenvectors of
.
However, the simplifications possible for the two-cyclic matrix
may not be applied to this case. For example, it is not possible
to re-write Equation (11)
by partitioning the iterates to obtain two dependent
iterations as was done to obtain Equations (26) and
(27). Also, the
simplification provided by Equation (29) does
not apply in this case. Other
disadvantages arising from iterates
generated by
the matrix
are discussed in [22].