ACM transactions on mathematical software, 2006-06, Vol.32 (2), p.352-373
2006
Details
- Autor(en) / Beteiligte
- Titel
- Algorithm 854: Fortran 77 subroutines for computing the eigenvalues of Hamiltonian matrices II
- Ist Teil von
- ACM transactions on mathematical software, 2006-06, Vol.32 (2), p.352-373
- Ort / Verlag
- New York, NY: ACM
- Erscheinungsjahr
- 2006
- Link zum Volltext
- Quelle
- Alma/SFX Local Collection
- Beschreibungen/Notizen
- This article describes Fortran 77 subroutines for computing eigenvalues and invariant subspaces of Hamiltonian and skew-Hamiltonian matrices. The implemented algorithms are based on orthogonal symplectic decompositions, implying numerical backward stability as well as symmetry preservation for the computed eigenvalues. These algorithms are supplemented with balancing and block algorithms which can lead to considerable accuracy and performance improvements. As a by-product, an efficient implementation for computing symplectic QR decompositions is provided. We demonstrate the usefulness of the subroutines for several, practically relevant examples.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0098-3500eISSN: 1557-7295DOI: 10.1145/1141885.1141895Titel-ID: cdi_proquest_journals_225060941
- Format
- –
- Schlagworte
- Algebraic Riccati equation, Algorithmics. Computability. Computer arithmetics, Algorithms, Applied sciences, Computer science, control theory, systems, Eigenvalues, Exact sciences and technology, Hamiltonian matrix, invariant subspaces, Mathematical models, Mathematics, Numerical analysis, Numerical analysis. Scientific computation, Numerical linear algebra, Sciences and techniques of general use, skew-Hamiltonian matrix, Software, Studies, symplectic QR decomposition, Theoretical computing