A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils

DOI10.1007/S002110050315zbMATH Open0889.65036OpenAlexW2002780597MaRDI QIDQ1377019FDOQ1377019

Authors: P. Benner, Volker Mehrmann, Hongguo Xu 

Publication date: 1 February 1998

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800915

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zbMATH Keywords

eigenvaluesCayley transformationnumerical examplesymplectic matricesHamiltonian matricessymplectic pencilsperiodic Schur decompositionHamiltonian pencilssymplectic URV decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cited In (44)

• An implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric eigenproblems
• Krylov projection methods for linear Hamiltonian systems
• Pseudospectra, stability radii and their relationship with backward error for structured nonlinear eigenvalue problems
• Structured maximal perturbations for Hamiltonian eigenvalue problems
• The properties of a kind of random symplectic matrices
• A stabilization algorithm of the Navier-Stokes equations based on algebraic Bernoulli equation
• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• A structure preserving flow for computing Hamiltonian matrix exponential
• Numerical Linear Algebra Methods for Linear Differential-Algebraic Equations
• On the structure of the solutions to the matrix equation \(G^\ast JG = J\)
• Error analysis of symplectic Lanczos method for Hamiltonian eigenvalue problem
• On structured componentwise condition numbers for Hamiltonian eigenvalue problems
• Computing the density of states for optical spectra of molecules by low-rank and QTT tensor approximation
• Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
• Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems
• A numerical method for computing the Hamiltonian Schur form
• Some remarks on the complex \(J\)-symmetric eigenproblem
• A structure-preserving algorithm for the linear lossless dissipative Hamiltonian eigenvalue problem
• A core-chasing symplectic QR algorithm
• A new real structure-preserving quaternion QR algorithm
• A note on the numerical solution of complex Hamiltonian and skew-Hamiltonian eigenvalue problems
• Numerical methods in control
• Computing the Kreiss constant of a matrix
• On a class of generalized eigenvalue problems and equivalent eigenvalue problems that arise in systems and control theory
• An invariant subspace method for large-scale algebraic Riccati equation
• A structure-preserving method for positive realness problem in control
• An SVD-like matrix decomposition and its applications
• First order structured perturbation theory for multiple zero eigenvalues of skew-adjoint matrices
• A new block method for computing the Hamiltonian Schur form
• Hamiltonian partial mixed finite element-state space symplectic semi-analytical approach for the piezoelectric smart composites and FGM analysis
• Efficient and accurate algorithms for solving the Bethe-Salpeter eigenvalue problem for crystalline systems
• A robust numerical method for the \(\gamma\)-iteration in \(H_{\infty}\) control
• Perturbation theory of structured matrix pencils with no spillover
• Matrix diagonalisation in sesquilinear symplectic spaces
• Structure-Preserving Algorithms for Palindromic Quadratic Eigenvalue Problems Arising from Vibration of Fast Trains
• Perturbation analysis of the stochastic algebraic Riccati equation
• An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix
• Balancing sparse Hamiltonian eigenproblems
• A bisection method for measuring the distance of a quadratic matrix polynomial to the quadratic matrix polynomials that are singular on the unit circle
• On the computation of the optimal \(\mathbf H_\infty\) norms for two feedback control problems
• Structured Eigenvalue Problems
• Conditioning and backward errors of eigenvalues of homogeneous matrix polynomials under Möbius transformations
• Fast iterative solution of the Bethe-Salpeter eigenvalue problem using low-rank and QTT tensor approximation
• Skew-symmetric matrix polynomials and their Smith forms

Uses Software

• LAPACK

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