Solving Hamiltonian systems arising from ODE eigenproblems (Q1971111)

This paper gives a new algorithm for solving linear Hamiltonian problems arising from ordinary differential equation (ODE) eigenproblems. By transforming to a more stable problem (the \(\Theta\) form) and solving in the form \(\Theta= \exp(iH)\), the algorithm then solves two differential equation systems for the eigenvalues and eigenvectors of the Hermitian matrix \(H\). Numerical results are given for a fourth-order equation and the Sturm-Liouville equation along with a theoretical justification for the performance of this approach.