A structure preserving approximation method for Hamiltonian exponential matrices

DOI10.1016/J.APNUM.2011.03.006MaRDI QIDQ436000zbMATH OpenOpenAlexFDO

Authors A. Kanber, Said Agoujil, Abdeslem H. Bentbib

Publication date 13 July 2012

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2011.03.006

zbMATH Keywords

exponential integratorsexponential matrixHamiltonian matrixKrylov subspace methodsnumerical examplesorthogonalsymplecticsymplectic Lanczos algorithm

Mathematics Subject Classification ID

Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Recommendations

• Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method
• Preserving geometric properties of the exponential matrix by block Krylov subspace methods
• Computation of functions of Hamiltonian and skew-symmetric matrices
• A structure preserving flow for computing Hamiltonian matrix exponential
• Global symplectic Lanczos method with application to matrix exponential approximation

Cites work

• A Krylov projection method for systems of ODEs
• An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Computation of the Exponential of Large Sparse Skew-Symmetric Matrices
• Computing Lyapunov exponents on a Stiefel manifold
• Efficient Computation of the Matrix Exponential by Generalized Polar Decompositions
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• Krylov integrators for Hamiltonian systems
• Methods for the approximation of the matrix exponential in a Lie-algebraic setting
• On Krylov Subspace Approximations to the Matrix Exponential Operator
• Orthosymplectic integration of linear Hamiltonian systems
• Preserving geometric properties of the exponential matrix by block Krylov subspace methods
• Software for simplified Lanczos and QMR algorithms
• The Geometry of Algorithms with Orthogonality Constraints
• The principle of minimized iterations in the solution of the matrix eigenvalue problem
• The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations

Cited in

(10)

• Computation of functions of Hamiltonian and skew-symmetric matrices
• An iterative method for computing a symplectic SVD-like decomposition
• Krylov integrators for Hamiltonian systems
• A block \(J\)-Lanczos method for Hamiltonian matrices
• Krylov projection methods for linear Hamiltonian systems
• A structure preserving flow for computing Hamiltonian matrix exponential
• Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method
• Global symplectic Lanczos method with application to matrix exponential approximation
• Kolmogoroff-Nagumo mean over the affine symplectic group of matrices
• The parametrized SR algorithm for Hamiltonian matrices

Describes a project that uses

Uses Software

• QMRPACK

This page was built for publication: A structure preserving approximation method for Hamiltonian exponential matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q436000)