On the reduction of a Hamiltonian matrix to Hamiltonian Schur form

MaRDI QIDQ871189zbMATH OpenFDO

Authors David S. Watkins

Publication date 16 March 2007

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/127680, http://etna.mcs.kent.edu/vol.23.2006/pp141-157.dir/pp141-157.html

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zbMATH Keywords

real Schur formskew-Hamiltonian matrixstable invariant subspace

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24)

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(8)

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• Rational QR-iteration without inversion
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• A numerical method for computing the Hamiltonian Schur form
• An inverse-free ADI algorithm for computing Lagrangian invariant subspaces.
• A new block method for computing the Hamiltonian Schur form
• Equivariant Matrix Factorizations and Hamiltonian reduction
• An extended Hamiltonian QR algorithm

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Uses Software

• Algorithm 854

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