A structure preserving flow for computing Hamiltonian matrix exponential

DOI10.1007/S00211-019-01065-3MaRDI QIDQ2334057zbMATH OpenOpenAlexWikidataFDO

Authors Yueh-Cheng Kuo, Shih-Feng Shieh, Wen-Wei Lin

Publication date 6 November 2019

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00211-019-01065-3

zbMATH Keywords

matrix exponentialsymplectic matrix pairsymplectic structure

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Recommendations

• A structure preserving approximation method for Hamiltonian exponential matrices
• Global symplectic Lanczos method with application to matrix exponential approximation
• Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method
• Computation of functions of Hamiltonian and skew-symmetric matrices
• A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils

Cites work

• A family of anadromic numerical methods for matrix Riccati differential equations
• A Natural Approach to the Numerical Integration of Riccati Differential Equations
• A structure-preserving curve for symplectic pairs and its applications
• Canonical forms for Hamiltonian and symplectic matrices and pencils
• Composition constants for raising the orders of unconventional schemes for ordinary differential equations
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
• Convergence analysis of the doubling algorithm for several nonlinear matrix equations in the critical case
• Doubling Algorithms with Permuted Lagrangian Graph Bases
• Functions of Matrices
• Geometric Numerical Integration
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Orthosymplectic integration of linear Hamiltonian systems
• Structure-Preserving Flows of Symplectic Matrix Pairs
• Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
• The asymptotic analysis of the structure-preserving doubling algorithms
• The autonomous linear quadratic control problem. Theory and numerical solution
• The classification of symplectic matrices and pairs

Cited in

(4)

• Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method
• A structure preserving approximation method for Hamiltonian exponential matrices
• The orthogonal flows for orthogonal iteration
• Asymptotic analysis of generalized orthogonal flows

Describes a project that uses

Uses Software

• mftoolbox

This page was built for publication: A structure preserving flow for computing Hamiltonian matrix exponential

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2334057)