Structure-Preserving Methods for Computing Eigenpairs of Large Sparse Skew-Hamiltonian/Hamiltonian Pencils

DOI10.1137/S1064827500366434zbMath0986.65033MaRDI QIDQ2706474

Volker Mehrmann, David S. Watkins

Publication date: 19 March 2001

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

algebraic Riccati equation; parallel computation; sparse matrices; generalized eigenvalue problem; Lamé equations; quadratic eigenvalue problem; matrix pencils; classical mechanics; implicitly restarted Arnoldi method; linear quadratic control; skew-Hamiltonian/Hamiltonian pencil

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

65Y05: Parallel numerical computation

65N25: Numerical methods for eigenvalue problems for boundary value problems involving PDEs

15A22: Matrix pencils

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Uses Software

• eigs
• JDQZ