On Hamiltonian and symplectic Lanczos processes

DOI10.1016/J.LAA.2002.11.001zbMath1062.65047OpenAlexW2055260148MaRDI QIDQ1827496

David S. Watkins

Publication date: 6 August 2004

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

Full work available at URL: https://doi.org/10.1016/j.laa.2002.11.001

zbMATH Keywords

eigenvaluesHamiltonian matricessymplectic matricesKrylov subspace methodsLanczos processimplicit restarts

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (19)

Preserving geometric properties of the exponential matrix by block Krylov subspace methods ⋮ Structured shifts for skew-symmetric matrices ⋮ Skew-symmetric matrix polynomials and their Smith forms ⋮ Structure Preserving Model Reduction of Parametric Hamiltonian Systems ⋮ Unnamed Item ⋮ An implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric eigenproblems ⋮ Constraint-Satisfying Krylov Solvers for Structure-Preserving Discretizations ⋮ Real fast structure-preserving algorithm for eigenproblem of complex Hermitian matrices ⋮ Krylov integrators for Hamiltonian systems ⋮ A Structure Preserving Lanczos Algorithm for Computing the Optical Absorption Spectrum ⋮ A Hamiltonian Krylov-Schur-type method based on the symplectic Lanczos process ⋮ Nonlinear eigenvalue problems: a challenge for modern eigenvalue methods ⋮ Structured Eigenvalue Problems ⋮ 5 Post-processing methods for passivity enforcement ⋮ Krylov projection methods for linear Hamiltonian systems ⋮ Canonical forms for symmetric/skew-symmetric real matrix pairs under strict equivalence and congruence ⋮ Hamiltonian eigenvalue symmetry for quadratic operator eigenvalue problems ⋮ A Rational Even-IRA Algorithm for the Solution of $T$-Even Polynomial Eigenvalue Problems ⋮ Computing Symplectic Eigenpairs of Symmetric Positive-Definite Matrices via Trace Minimization and Riemannian Optimization

Uses Software

• eigs
• ARPACK
• IRAM

Cites Work

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• An analysis of the HR algorithm for computing the eigenvalues of a matrix
• Eigenvalues of Ax=lambdaBx for real symmetric matrices A and B computed by reduction to a pseudosymmetric form and the HR process
• The autonomous linear quadratic control problem. Theory and numerical solution
• \(SR\) and \(SZ\) algorithms for the symplectic (butterfly) eigenproblem
• The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method
• An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem
• Two connections between the \(SR\) and \(HR\) eigenvalue algorithms
• Structured eigenvalue methods for the computation of corner singularities in 3D anisotropic elastic structures
• Model reduction of state space systems via an implicitly restarted Lanczos method
• An Implicitly Restarted Symplectic Lanczos Method for the Symplectic Eigenvalue Problem
• Structure-Preserving Methods for Computing Eigenpairs of Large Sparse Skew-Hamiltonian/Hamiltonian Pencils
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Strongly stable gyroscopic systems
• Theory of Decomposition and Bulge-Chasing Algorithms for the Generalized Eigenvalue Problem
• ARPACK Users' Guide
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation

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