Algorithm 854-Reference-Cited by-同舟云学术

Algorithm 854

Published:2006-06 Issue:2 Volume:32 Page:352-373
ISSN:0098-3500
Container-title:ACM Transactions on Mathematical Software
language:en
Short-container-title:ACM Trans. Math. Softw.

Author:

Benner Peter¹,Kressner Daniel²

Affiliation:

1. Technische Universität Chemnitz, Chemnitz, FRG

2. University of Zagreb, Zagreb, Croatia

Abstract

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.

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

Link

https://dl.acm.org/doi/pdf/10.1145/1141885.1141895

Reference48 articles.

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