Generating equations approach for quadratic matrix equation

DOI10.1002/(SICI)1099-1506(199906)6:4%3C295::AID-NLA163%3E3.0.CO;2-CMaRDI QIDQ2760359zbMATH OpenFDO

Authors Jovan Stefanovski

Publication date 19 December 2001

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/(SICI)1099-1506(199906)6:4%3C295::AID-NLA163%3E3.0.CO;2-C

zbMATH Keywords

algorithmeigenproblemHamiltonian matrixHermitian matricesinvariant subspacematrix equationskew-Hamiltonian matrixsymplectic-orthogonal similarity transformations

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25)

Review text

The author gives an algorithm for the numerical solution of a quadratic matrix equation with the Hamiltonian matrix. The algorithm transforms the Hamiltonian matrix into a skew-Hamiltonian one. This is then transformed in several steps into a block diagonal matrix with the left upper block having again a block-diagonal structure with blocks of order 1 or 2. The eigenproblem for this matrix is solved. The symplectic-orthogonal similarity transformations of a skew-Hamiltonian matrix into a block triangular form with Hessenberg blocks on the diagonal are studied. These transformations use a vector belonging to an invariant subspace of order \(n\) and give a generalization of a result of \textit{C. F. Van Loan} [Linear Algebra Appl. 61, 233-251 (1984; Zbl 0565.65018)] The method is applied to a Pfaffian system of partial differential equations, to the similarity transformation of a complex matrix into a symmetric and three-diagonal one and to the eigenproblem for Hermitian matrices.

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