On computing the eigenvalues of a symplectic pencil
From MaRDI portal
Publication:1260805
DOI10.1016/0024-3795(93)90481-3zbMath0782.65057OpenAlexW2006031755MaRDI QIDQ1260805
Publication date: 25 August 1993
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(93)90481-3
algorithmeigenvaluesHamiltonian matricesdiscrete-time algebraic Riccati equationcomparison of algorithmsQZ algorithmsymplectic matrix pencil
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24) Matrix pencils (15A22)
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Two connections between the \(SR\) and \(HR\) eigenvalue algorithms ⋮ Skew-symmetric matrix polynomials and their Smith forms ⋮ An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix ⋮ Palindromic quadratization and structure-preserving algorithm for palindromic matrix polynomials of even degree ⋮ Time domain spectral element-based wave finite element method for periodic structures ⋮ Structure-preserving Arnoldi-type algorithm for solving eigenvalue problems in leaky surface wave propagation ⋮ An iterative algorithm for the solution of the discrete-time algebraic Riccati equation ⋮ The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method
Uses Software
Cites Work
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- On the numerical solution of the discrete-time algebraic Riccati equation
- A Generalized Eigenvalue Approach for Solving Riccati Equations
- An Algorithm for Generalized Matrix Eigenvalue Problems
