Volume 8, pp. 115-126, 1999.
A note on the numerical solution of complex Hamiltonian and skew-Hamiltonian eigenvalue problems
Peter Benner, Volker Mehrmann, and Hongguo Xu
Abstract
In this paper we describe a simple observation that can be used to extend two recently proposed structure preserving methods for the eigenvalue problem for real Hamiltonian matrices to the case of complex Hamiltonian and skew-Hamiltonian matrices.
Full Text (PDF) [110 KB], BibTeX
Key words
eigenvalue problem, Hamiltonian matrix, skew-Hamiltonian matrix, algebraic Riccati equation, invariant subspace.
AMS subject classifications
65F15, 93B40, 93B36, 93C60.
Links to the cited ETNA articles
[1] | Vol. 1 (1993), pp. 33-48 Gregory Ammar, Peter Benner, and Volker Mehrmann: A multishift algorithm for the numerical solution of algebraic Riccati equations |
ETNA articles which cite this article
Vol. 26 (2007), pp. 121-145 H. Faßbender: The parametrized $SR$ algorithm for Hamiltonian matrices |
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