Structured Eigenvalue Problems

DOI10.1002/GAMM.201490035zbMATH Open1177.65052OpenAlexW1488044055MaRDI QIDQ3603885FDOQ3603885

Authors: Daniel Kressner, Heike Faßbender 

Publication date: 24 February 2009

Published in: GAMM-Mitteilungen (Search for Journal in Brave)

Full work available at URL: http://infoscience.epfl.ch/record/165568

Recommendations

• scientific article; zbMATH DE number 2163265
• Structured Eigenvalue Condition Numbers
• Polynomial eigenvalue problems with Hamiltonian structure
• Numerical solution of structured eigenvalue problems
• A Chart of Numerical Methods for Structured Eigenvalue Problems

zbMATH Keywords

algorithmsinvariant subspaceeigenvaluestructured matrixbackward errorsstructured condition numberssymmetric, skew-symmetric, persymmetric, block cyclic, Hamiltonian, symplectic, orthogonal matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites Work

• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• ARPACK Users' Guide
• A Divide-and-Conquer Algorithm for the Symmetric Tridiagonal Eigenproblem
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• Multiparameter eigenvalue problems and expansion theorems
• Derivatives and Perturbations of Eigenvectors
• Deeper Inside PageRank
• On a Sturm Sequence of Polynomials for Unitary Hessenberg Matrices
• Convergence of the Isometric Arnoldi Process
• Structured Polynomial Eigenvalue Problems: Good Vibrations from Good Linearizations
• Multiparameter spectral theory
• The autonomous linear quadratic control problem. Theory and numerical solution
• Singular value decomposition and least squares solutions
• The quadratic eigenvalue problem
• Structured Backward Error and Condition of Generalized Eigenvalue Problems
• Existence of a low rank or ℋ︁‐matrix approximant to the solution of a Sylvester equation
• Jacobi’s Method is More Accurate than QR
• A Continuation Method for a Right Definite Two-Parameter Eigenvalue Problem
• Nonlinear eigenvalue problems: a challenge for modern eigenvalue methods
• A Jacobi--Davidson Type Method for a Right Definite Two-Parameter Eigenvalue Problem
• Lanczos Algorithms for Large Symmetric Eigenvalue Computations
• Vector Spaces of Linearizations for Matrix Polynomials
• The QR algorithm for unitary Hessenberg matrices
• Schur parameter pencils for the solution of the unitary eigenproblem
• The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations
• Convergence of the shifted $QR$ algorithm for unitary Hessenberg matrices
• Structured inverse eigenvalue problems
• Centrosymmetric (Cross-Symmetric) Matrices, Their Basic Properties, Eigenvalues, and Eigenvectors
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• An Algorithm for Generalized Matrix Eigenvalue Problems
• Perturbation analysis for the eigenvalue problem of a formal product of matrices
• Structured condition numbers of large Toeplitz matrices are rarely better than usual condition numbers
• Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
• A bisection method for computing the \(H_{\infty}\) norm of a transfer matrix and related problems
• A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices
• Backward error, condition numbers, and pseudospectra for the multiparameter eigenvalue problem.
• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices
• Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils
• Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils
• Product Eigenvalue Problems
• The Ehrlich--Aberth Method for the Nonsymmetric Tridiagonal Eigenvalue Problem
• A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils
• On Hamiltonian and symplectic Lanczos processes
• A Bisection Method for Measuring the Distance of a Stable Matrix to the Unstable Matrices
• Title not available (Why is that?)
• Convergence of the unitary $QR$ algorithm with a unimodular Wilkinson shift
• Perturbation analysis for the eigenproblem of periodic matrix pairs
• The weak and strong stability of algorithms in numerical linear algebra
• A Divide and Conquer method for the symmetric tridiagonal eigenproblem
• An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem
• Structure preserving algorithms for perplectic eigenproblems
• The multishift QR algorithm. I: Maintaining well-focused shifts and level 3 performance
• The multishift QR algorithm. II: Aggressive early deflation
• Jacobi’s Method for Skew-Symmetric Matrices
• Classroom Note: Some Eigenvalue Properties of Persymmetric Matrices
• A symmetry exploiting Lanczos method for symmetric Toeplitz matrices
• Linear Hamiltonian difference systems: Disconjugacy and Jacobi-type conditions
• Numerical solution of the discrete-time periodic Riccati equation
• On the condition of a complex eigenvalue under real perturbations
• A Chart of Backward Errors for Singly and Doubly Structured Eigenvalue Problems
• A Hamiltonian $QR$ Algorithm
• IMPROVED NUMERICAL FLOQUET MULTIPLIERS
• The periodic QR algorithm is a disguised QR algorithm
• Modelling nitrogen dynamics in citrus trees
• Title not available (Why is that?)
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Perturbation of eigenvalues for periodic matrix pairs via the Bauer-Fike theorems
• Orthogonal Eigenvectors and Relative Gaps
• Title not available (Why is that?)
• A Jacobi-Like Method for the Automatic Computation of Eigenvalues and Eigenvectors of an Arbitrary Matrix
• A General Matrix Eigenvalue Algorithm
• A Jacobi-Like Algorithm for Computing the Schur Decomposition of a Nonhermitian Matrix
• Computing matrix-vector products with centrosymmetric and centro-Hermitian matrices
• A divide and conquer method for unitary and orthogonal eigenproblems
• An eigenvalue algorithm for skew-symmetric matrices
• Current inverse iteration software can fail
• Diagonalization in Compact Lie Algebras and a New Proof of a Theorem of Kostant
• Jacobi's Algorithm on Compact Lie Algebras
• Title not available (Why is that?)
• Perturbation analysis of Hamiltonian Schur and Block-Schur forms
• Perturbation Bounds for Isotropic Invariant Subspaces of Skew-Hamiltonian Matrices
• A fast minimal residual algorithm for shifted unitary matrices
• Eigensystem Computation for Skew-Symmetric and a Class of Symmetric Matrices
• Symmetric centrosymmetric matrix-vector multiplication
• Title not available (Why is that?)
• Title not available (Why is that?)
• Error bounds in the isometric Arnoldi process
• On the Perturbation Theory for Unitary Eigenvalue Problems
• Topics in the numerical linear algebra of Toeplitz and Hankel matrices
• On the cubic convergence of the Paardekooper method
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (28)

• Structured Eigenvalue Condition Numbers
• A generalized circuit for the Hamiltonian dynamics through the truncated series
• Structure preserving algorithms for perplectic eigenproblems
• RIGHT SEMIDEFINITE EIGENVALUE PROBLEMS
• Title not available (Why is that?)
• Title not available (Why is that?)
• On structured componentwise condition numbers for Hamiltonian eigenvalue problems
• Numerical dynamics of integrodifference equations
• Computing the density of states for optical spectra of molecules by low-rank and QTT tensor approximation
• Rank-1 Matrix Differential Equations for Structured Eigenvalue Optimization.
• Breaking Van Loan’s Curse: A Quest forStructure-Preserving Algorithms for Dense Structured Eigenvalue Problems
• On some structured inverse eigenvalue problems
• A core-chasing symplectic QR algorithm
• Computing Floquet Hamiltonians with symmetries
• Numerical solution of structured eigenvalue problems
• Canonical forms for two kinds of doubly structured matrices and their applications
• Structured QR algorithms for Hamiltonian symmetric matrices
• A robust numerical method for the \(\gamma\)-iteration in \(H_{\infty}\) control
• Finite-dimensional indefinite inner product spaces and applications in numerical analysis
• On the structured backward error of inexact Arnoldi methods for (skew)-Hermitian and (skew)-symmetric eigenvalue problems
• Block circulant and Toeplitz structures in the linearized Hartree-Fock equation on finite lattices: tensor approach
• Generalized subspace iteration method for solving matrix pair eigenproblem
• Title not available (Why is that?)
• A Chart of Numerical Methods for Structured Eigenvalue Problems
• Fast iterative solution of the Bethe-Salpeter eigenvalue problem using low-rank and QTT tensor approximation
• Title not available (Why is that?)
• Structured inverse eigenvalue problems
• Title not available (Why is that?)

Uses Software

• Matlab
• eigs
• ARPACK
• psSchur
• JDQZ
• IRAM

This page was built for publication: Structured Eigenvalue Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3603885)