On computing the eigenvalues of a symplectic pencil

DOI10.1016/0024-3795(93)90481-3zbMath0782.65057OpenAlexW2006031755MaRDI QIDQ1260805

K. Appert

Publication date: 25 August 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(93)90481-3

zbMATH Keywords

algorithmeigenvaluesHamiltonian matricesdiscrete-time algebraic Riccati equationcomparison of algorithmsQZ algorithmsymplectic matrix pencil

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24) Matrix pencils (15A22)

Related Items (8)

Two connections between the \(SR\) and \(HR\) eigenvalue algorithms ⋮ Skew-symmetric matrix polynomials and their Smith forms ⋮ An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix ⋮ Palindromic quadratization and structure-preserving algorithm for palindromic matrix polynomials of even degree ⋮ Time domain spectral element-based wave finite element method for periodic structures ⋮ Structure-preserving Arnoldi-type algorithm for solving eigenvalue problems in leaky surface wave propagation ⋮ An iterative algorithm for the solution of the discrete-time algebraic Riccati equation ⋮ The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method

Uses Software

• EISPACK

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation
• Matrix eigensystem routines. EISPACK guide extension
• A Symplectic Orthogonal Method for Single Input or Single Output Discrete Time Optimal Quadratic Control Problems
• On the numerical solution of the discrete-time algebraic Riccati equation
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• An Algorithm for Generalized Matrix Eigenvalue Problems

This page was built for publication: On computing the eigenvalues of a symplectic pencil