On computing the eigenvalues of a symplectic pencil (Q1260805)

An algorithm is presented for computing the eigenvalues of a symplectic matrix pencil which arises in solving the discrete-time algebraic Riccati equation. The algorithm uses only orthogonal transformations and needs about a quarter as many floating-point operations as the QZ algorithm in this case. The method is roughly analogous to the method of \textit{C. van Loan} [ibid. 61, 233-251 (1984; Zbl 0565.65018)] for computing eigenvalues of Hamiltonian matrices.