A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
From MaRDI portal
Publication:1058816
DOI10.1016/0024-3795(84)90034-XzbMath0565.65018MaRDI QIDQ1058816
Publication date: 1984
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
15A18: Eigenvalues, singular values, and eigenvectors
15B57: Hermitian, skew-Hermitian, and related matrices
Related Items
Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems, An algorithm for the computation of the structured complex stability radius, On Hamiltonian and symplectic Hessenberg forms, Computing the CS and the generalized singular value decompositions, A numerical method for computing the Hamiltonian Schur form, A regularity result for the singular values of a transfer matrix and a quadratically convergent algorithm for computing its \(L_{\infty}\)-norm, A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation, A bisection method for computing the \(H_{\infty}\) norm of a transfer matrix and related problems, A note on the stability of two-level symplectic schemes, A global minimum search algorithm for estimating the distance to uncontrollability, On computing the eigenvalues of a symplectic pencil, Detection of generic one parameter bifurcations of Hamiltonian equilibria, Schur-like forms for matrix Lie groups, Lie algebras and Jordan algebras, Hamiltonian square roots of skew-Hamiltonian matrices, The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method, Symplectic factorizations and parallel iterative algorithms for tridiagonal systems of equations, A class of Hamiltonian-symplectic methods for solving the algebraic Riccati equation, The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations, An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem, A new method for computing the stable invariant subspace of a real Hamiltonian matrix, Two connections between the \(SR\) and \(HR\) eigenvalue algorithms, An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix, Numerical methods in control, Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian, The solution of weak formulation for axisymmetric problem of orthotropic cantilever cylindrical shell, Matrix factorizations for symplectic QR-like methods, A method of embedding dimension estimation based on symplectic geometry, The Moser-Veselov equation, The properties of a kind of random symplectic matrices, Properties of a quadratic matrix equation and the solution of the continuous-time algebraic Riccati equation, An exact symplectic geometry solution for the static and dynamic analysis of Reissner plates, Balancing sparse Hamiltonian eigenproblems, Symplectic Householder transformations for a QR-like decomposition, a geometric and algebraic approaches, On theoretical and numerical aspects of symplectic Gram-Schmidt-like algorithms
Uses Software
Cites Work
