Two connections between the \(SR\) and \(HR\) eigenvalue algorithms
From MaRDI portal
Publication:1379102
DOI10.1016/S0024-3795(97)00279-6zbMath0899.65018MaRDI QIDQ1379102
Peter Benner, David S. Watkins, Heike Fassbender
Publication date: 31 March 1998
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
iterationeigenvalueeigenvectorsSR algorithm\(J\)-tridiagonal Hamiltonian matrixHR algorithmsymplectic butterfly matrixtridiagonal sign-symmetric matrix
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Positive matrices and their generalizations; cones of matrices (15B48)
Related Items
The LR Cholesky algorithm for symmetric hierarchical matrices ⋮ Efficient and accurate algorithms for solving the Bethe-Salpeter eigenvalue problem for crystalline systems ⋮ On the sensitivity of the SR decomposition ⋮ On Hamiltonian and symplectic Lanczos processes ⋮ \(QR\)-like algorithms for eigenvalue problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convergence of algorithms of decomposition type for the eigenvalue problem
- 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
- An analysis of the HR algorithm for computing the eigenvalues of a matrix
- Eigenvalues of Ax=lambdaBx for real symmetric matrices A and B computed by reduction to a pseudosymmetric form and the HR process
- The autonomous linear quadratic control problem. Theory and numerical solution
- Numerical linear algorithms and group theory
- On some algebraic problems in connection with general eigenvalue algorithms
- On computing the eigenvalues of a symplectic pencil
- The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method
- Der Quotienten-Differenzen-Algorithmus
- Understanding the $QR$ Algorithm
- The QR Transformation A Unitary Analogue to the LR Transformation--Part 1
- Stability radii of linear discrete‐time systems and symplectic pencils
- A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
- The Problem of Lateral Buckling of Cantilever Plates
- On some algorithms for the solution of the complete eigenvalue problem
This page was built for publication: Two connections between the \(SR\) and \(HR\) eigenvalue algorithms