An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem (Q1368762): Difference between revisions

A Lanczos algorithm for the numerical computation of the eigenvalues of a Hamiltonian matrix is derived. It computes a symplectic basis in which the matrix is block tridiagonal with Hamiltonian two by two blocks. It is shown how implicit restart can be applied. Several numerical examples are included.

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zbMATH Keywords

symplectic Lanczos method

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Hamiltonian eigenvalue problem

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Hamiltonian matrix

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implicit restart

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numerical examples

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reviewed by

Axel Ruhe

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describes a project that uses

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MaRDI publication profile

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cites work

A multishift algorithm for the numerical solution of algebraic Riccati equations

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The weak and strong stability of algorithms in numerical linear algebra

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Q3339168

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An analysis of the HR algorithm for computing the eigenvalues of a matrix

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Matrix factorizations for symplectic QR-like methods

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A symplectic QR like algorithm for the solution of the real algebraic Riccati equation

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A Hamiltonian $QR$ Algorithm

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A Bisection Method for Measuring the Distance of a Stable Matrix to the Unstable Matrices

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An implicit restarted Lanczos method for large symmetric eigenvalue problems

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A decomposition of near-optimum regulators for systems with slow and fast modes

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Q5674310

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State-space solutions to standard H/sub 2/ and H/sub infinity / control problems

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On some algebraic problems in connection with general eigenvalue algorithms

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Q4855563

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The QR Transformation A Unitary Analogue to the LR Transformation--Part 1

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Q4309409

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An Implementation of the Look-Ahead Lanczos Algorithm for Non-Hermitian Matrices

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Q3359644

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Model reduction of state space systems via an implicitly restarted Lanczos method

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A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms, Part I

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A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms. Part II

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Q5543004

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Krylov Subspace Methods for Solving Large Lyapunov Equations

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On some algorithms for the solution of the complete eigenvalue problem

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Q4850020

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The Riccati equation

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The autonomous linear quadratic control problem. Theory and numerical solution

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Solution of the large matrix equations which occur in response theory

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A Look-Ahead Lanczos Algorithm for Unsymmetric Matrices

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A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations

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Implicit Application of Polynomial Filters in a <i>k</i>-Step Arnoldi Method

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Q3678565

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A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix

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Identifiers

zbMATH Open document ID

0884.65028

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DOI

10.1016/S0024-3795(96)00524-1

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Mathematics Subject Classification ID

65F15

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zbMATH DE Number

1067945

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Sitelinks

Mathematics(1 entry)

mardi Publication:1368762

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-Heike Fassbender
@@ Property / author: Heike Fassbender / rank @@
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-Axel Ruhe
@@ Property / reviewed by: Axel Ruhe / rank @@
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@@ Property / author @@
+Heike Fassbender
@@ Property / author: Heike Fassbender / rank @@
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+Axel Ruhe
@@ Property / reviewed by: Axel Ruhe / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A multishift algorithm for the numerical solution of algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+The weak and strong stability of algorithms in numerical linear algebra
+Normal rank
@@ Property / cites work @@
+Q3339168
@@ Property / cites work: Q3339168 / rank @@
+Normal rank
@@ Property / cites work @@
+An analysis of the HR algorithm for computing the eigenvalues of a matrix
+Normal rank
@@ Property / cites work @@
+Matrix factorizations for symplectic QR-like methods
+Normal rank
@@ Property / cites work @@
+A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+A Hamiltonian $QR$ Algorithm
@@ Property / cites work: A Hamiltonian $QR$ Algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+A Bisection Method for Measuring the Distance of a Stable Matrix to the Unstable Matrices
+Normal rank
@@ Property / cites work @@
+An implicit restarted Lanczos method for large symmetric eigenvalue problems
+Normal rank
@@ Property / cites work @@
+A decomposition of near-optimum regulators for systems with slow and fast modes
+Normal rank
@@ Property / cites work @@
+Q5674310
@@ Property / cites work: Q5674310 / rank @@
+Normal rank
@@ Property / cites work @@
+State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
+Normal rank
@@ Property / cites work @@
+On some algebraic problems in connection with general eigenvalue algorithms
+Normal rank
@@ Property / cites work @@
+Q4855563
@@ Property / cites work: Q4855563 / rank @@
+Normal rank
@@ Property / cites work @@
+The QR Transformation A Unitary Analogue to the LR Transformation--Part 1
+Normal rank
@@ Property / cites work @@
+Q4309409
@@ Property / cites work: Q4309409 / rank @@
+Normal rank
@@ Property / cites work @@
+An Implementation of the Look-Ahead Lanczos Algorithm for Non-Hermitian Matrices
+Normal rank
@@ Property / cites work @@
+Q3359644
@@ Property / cites work: Q3359644 / rank @@
+Normal rank
@@ Property / cites work @@
+Model reduction of state space systems via an implicitly restarted Lanczos method
+Normal rank
@@ Property / cites work @@
+A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms, Part I
+Normal rank
@@ Property / cites work @@
+A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms. Part II
+Normal rank
@@ Property / cites work @@
+Q5543004
@@ Property / cites work: Q5543004 / rank @@
+Normal rank
@@ Property / cites work @@
+Krylov Subspace Methods for Solving Large Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+On some algorithms for the solution of the complete eigenvalue problem
+Normal rank
@@ Property / cites work @@
+Q4850020
@@ Property / cites work: Q4850020 / rank @@
+Normal rank
@@ Property / cites work @@
+The Riccati equation
@@ Property / cites work: The Riccati equation / rank @@
+Normal rank
@@ Property / cites work @@
+The autonomous linear quadratic control problem. Theory and numerical solution
+Normal rank
@@ Property / cites work @@
+Solution of the large matrix equations which occur in response theory
+Normal rank
@@ Property / cites work @@
+A Look-Ahead Lanczos Algorithm for Unsymmetric Matrices
+Normal rank
@@ Property / cites work @@
+A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations
+Normal rank
@@ Property / cites work @@
+Implicit Application of Polynomial Filters in a <i>k</i>-Step Arnoldi Method
+Normal rank
@@ Property / cites work @@
+Q3678565
@@ Property / cites work: Q3678565 / rank @@
+Normal rank
@@ Property / cites work @@
+A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
+Normal rank