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Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils - MaRDI portal

Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils (Q2706474)

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Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils
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    19 March 2001
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    skew-Hamiltonian/Hamiltonian pencil
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    generalized eigenvalue problem
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    quadratic eigenvalue problem
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    implicitly restarted Arnoldi method
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    Lamé equations
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    classical mechanics
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    linear quadratic control
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    algebraic Riccati equation
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    parallel computation
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    sparse matrices
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    matrix pencils
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    Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils (English)
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    The paper deals with large, sparse generalized eigenvalue problems for matrix pencils, where one of the matrices is Hamiltonian and the other is skew-Hamiltonian. To this end the authors develop an algorithm which is structure-preserving skew-Hamiltonian isotopic, implicitly restarted shift-and-invert Arnoldi algorithm.
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