Symplectic Householder transformations for a QR-like decomposition, a geometric and algebraic approaches

DOI10.1016/J.CAM.2007.03.015MaRDI QIDQ2479409zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 26 March 2008

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2007.03.015

zbMATH Keywords

algorithmskew-Hamiltonianskew-symmetric inner productsymplectic geometrysymplectic Householder transformationssymplectic SR factorization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50)

Review text

By a geometric approach the authors study the skew-Hamiltonian 2-D Householder transformations in details. Then, by the algebraic approach, they present more general elementary symplectic Householder transformations: the 2-D symplectic Householder transformations. Using these transformations only, an algorithm for computing an SR factorization is implemented. It is proved that the algorithm is the corresponding one, in the symplectic case, to the QR-factorization, via Householder transformation, in the Euclidean case. New results are remarkable and new algorithm reveals promising from both the theoretical and the numerical point of view.

Recommendations

• Optimal symplectic Householder transformations for \(SR\) decomposition
• scientific article; zbMATH DE number 6398924
• Equivalence between modified symplectic Gram-Schmidt and Householder SR algorithms
• Matrix factorizations for symplectic QR-like methods
• Error analysis and computational aspects of SR factorization via optimal symplectic Householder transformations

Cites work

• A Schur decomposition for Hamiltonian matrices
• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• Accuracy and Stability of Numerical Algorithms
• An analysis of the HR algorithm for computing the eigenvalues of a matrix
• scientific article; zbMATH DE number 3125713 (Why is no real title available?)
• scientific article; zbMATH DE number 4215266 (Why is no real title available?)
• scientific article; zbMATH DE number 192975 (Why is no real title available?)
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Matrix factorizations for symplectic QR-like methods
• Numerical linear algorithms and group theory
• Parallel iterative methods for sparse linear systems
• Preserving geometric properties of the exponential matrix by block Krylov subspace methods
• Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils

Cited in

(12)

• Block algorithms for orthogonal symplectic factorizations
• Refined rigorous perturbation bounds for the SR decomposition
• An upper \(J\)-Hessenberg reduction of a matrix through symplectic Householder transformations
• A treatment of breakdowns and near breakdowns in a reduction of a matrix to upper \(J\)-Hessenberg form and related topics
• Equivalence between modified symplectic Gram-Schmidt and Householder SR algorithms
• Perturbation analysis for the symplectic QR factorization
• Each symplectic matrix is a product of four symplectic involutions
• A structure-preserving \(QR\) factorization for centrosymmetric real matrices
• scientific article; zbMATH DE number 6398924 (Why is no real title available?)
• The \(J\)-Householder matrices
• Optimal symplectic Householder transformations for \(SR\) decomposition
• Error analysis and computational aspects of SR factorization via optimal symplectic Householder transformations

Describes a project that uses

Uses Software

• mctoolbox

This page was built for publication: Symplectic Householder transformations for a QR-like decomposition, a geometric and algebraic approaches

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2479409)