Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils (Q2706474)
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scientific article; zbMATH DE number 1579082
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| English | Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils |
scientific article; zbMATH DE number 1579082 |
Statements
19 March 2001
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skew-Hamiltonian/Hamiltonian pencil
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generalized eigenvalue problem
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quadratic eigenvalue problem
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implicitly restarted Arnoldi method
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Lamé equations
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classical mechanics
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linear quadratic control
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algebraic Riccati equation
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parallel computation
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sparse matrices
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matrix pencils
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0.8832388
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0.8771348
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0.8763297
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0.8761264
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Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils (English)
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The paper deals with large, sparse generalized eigenvalue problems for matrix pencils, where one of the matrices is Hamiltonian and the other is skew-Hamiltonian. To this end the authors develop an algorithm which is structure-preserving skew-Hamiltonian isotopic, implicitly restarted shift-and-invert Arnoldi algorithm.
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