Stability of structured Hamiltonian eigensolvers

DOI10.1137/S0895479800368007MaRDI QIDQ2719204zbMATH OpenOpenAlexFDO

Authors Françoise Tisseur

Publication date 21 June 2001

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479800368007

zbMATH Keywords

backward errorHamiltonian matrixJacobi algorithmquaternion rotationrounding errorskew-Hamiltonian matrixskew-symmetric matrixstructure-preservingstructured Hamiltonian eigensolverssymmetric matrixsymplectic matrixsymplectic quasi-QR factorization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Roundoff error (65G50)

Review text

This work concerns the stability of structured Hamiltonian eigensolvers. The structured backward errors are defined. By introducing the symplectic quasi-QR factorization, the structured backward errors can be efficiently computed. A detailed rounding error analysis of some Jacobi-like algorithms is also given. It is proved that, when the rotations are implemented using suitable formulae, the algorithms are strongly backward stable.

Recommendations

• Structured maximal perturbations for Hamiltonian eigenvalue problems
• An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix
• On structured componentwise condition numbers for Hamiltonian eigenvalue problems
• A structure-preserving algorithm for the linear lossless dissipative Hamiltonian eigenvalue problem
• Lanczos type algorithms for Hamiltonian eigenvalue problems
• Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems
• Computation of Stable Invariant Subspaces of Hamiltonian Matrices
• On computing the distance to stability for matrices using linear dissipative Hamiltonian systems
• Unconditionally stable methods for Hamilton-Jacobi equations
• scientific article; zbMATH DE number 1457299

Cited in

(11)

• A new real structure-preserving quaternion QR algorithm
• An extended Hamiltonian QR algorithm
• A note on the backward errors for Hermite eigenvalue problems
• Structured eigenvalue methods for the computation of corner singularities in 3D anisotropic elastic structures
• A novel symmetric skew-Hamiltonian isotropic Lanczos algorithm for spectral conformal parameterizations
• Backward error analysis for eigenproblems involving conjugate symplectic matrices
• Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems
• On the pseudo-spectra and the related properties of infinite-dimensional Hamiltonian operators
• On a class of alternating coefficient matrices quadratic eigenvalue problem
• Halving the size of skew-symmetric eigenvalue problems via the polar decomposition
• Structured backward error for palindromic polynomial eigenvalue problems

This page was built for publication: Stability of structured Hamiltonian eigensolvers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2719204)