On computing the eigenvalues of a symplectic pencil

DOI10.1016/0024-3795(93)90481-3zbMath0782.65057MaRDI QIDQ1260805

K. Appert

Publication date: 25 August 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(93)90481-3

zbMATH Keywords

algorithm; eigenvalues; Hamiltonian matrices; discrete-time algebraic Riccati equation; comparison of algorithms; QZ algorithm; symplectic matrix pencil

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

15A24: Matrix equations and identities

15A22: Matrix pencils

Related Items

An iterative algorithm for the solution of the discrete-time algebraic Riccati equation, The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method, Two connections between the \(SR\) and \(HR\) eigenvalue algorithms, An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix

Uses Software

• EISPACK

Cites Work

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• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation
• Matrix eigensystem routines. EISPACK guide extension
• A Symplectic Orthogonal Method for Single Input or Single Output Discrete Time Optimal Quadratic Control Problems
• On the numerical solution of the discrete-time algebraic Riccati equation
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• An Algorithm for Generalized Matrix Eigenvalue Problems