A numerical method for computing the Hamiltonian Schur form (Q861657)

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A numerical method for computing the Hamiltonian Schur form
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    A numerical method for computing the Hamiltonian Schur form (English)
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    30 January 2007
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    \textit{C. Paige} and \textit{C. Van Loan} [Linear Algebra Appl. 41, 11--32 (1981)] posed the open question to derive an \(O(n^3)\) method that is numerically strongly backward stable, to compute the real Hamiltonian Schur form of a Hamiltonian matrix. This problem is solved in this paper. The authors present a numerical method based on a symplectic URV-decomposition. The numerical performance of the new method indicates that if no eigenvalues of the Hamiltonian matrix are close to the imaginary axis then the method is numerically strongly backward stable.
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    Hamiltonian matrix
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    structured Schur form
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    algorithm
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    backward stability
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    Riccati matrix equation
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    symplectic URV-decomposition
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