A Core-Chasing Symplectic QR Algorithm
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Publication:5853712
DOI10.1137/19M1261079zbMath1461.65050OpenAlexW3036550543MaRDI QIDQ5853712
Publication date: 11 March 2021
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1261079
symplectic matricessymplectic pairscore-chasingsymplectic Givens rotationssymplectic Householder matricessymplectic QR algorithm
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of solutions to systems of equations (65H10)
Cites Work
- A numerical method for computing the Hamiltonian Schur form
- The autonomous linear quadratic control problem. Theory and numerical solution
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- \(SR\) and \(SZ\) algorithms for the symplectic (butterfly) eigenproblem
- The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method
- A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils
- A new method for computing the stable invariant subspace of a real Hamiltonian matrix
- Matrix factorizations for symplectic QR-like methods
- Canonical forms for Hamiltonian and symplectic matrices and pencils
- The parameterized 𝑆𝑅 algorithm for symplectic (butterfly) matrices
- Chasing Bulges or Rotations? A Metamorphosis of the QR-Algorithm
- Modeling and estimation of discrete-time Gaussian reciprocal processes
- Structured Eigenvalue Problems
- A Hamiltonian $QR$ Algorithm
- A Symplectic Orthogonal Method for Single Input or Single Output Discrete Time Optimal Quadratic Control Problems
- On the numerical solution of the discrete-time algebraic Riccati equation
- Core-Chasing Algorithms for the Eigenvalue Problem
- A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
- A Generalization of the Multishift QR Algorithm
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