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A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils

A new method is presented for the numerical computation of the generalized eigen- values of real Hamiltonian or symplectic pencils and matrices. The method is strongly backward stable, i.e., it is numerically backward stable and preserves the structure (i.e., Hamiltonian or symplectic). In the case of a Hamiltonian matrix the method is closely related to the square reduced method of Van Loan, but in contrast to that method which may suffer from a loss of accuracy of order sqrt(epsilon), where epsilon is the machine precision, the new method computes the eigenvalues to full possible accuracy.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-199800915
Date30 October 1998
CreatorsBenner, P., Mehrmann, V., Xu, H.
ContributorsTU Chemnitz, SFB 393
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint
Formatapplication/pdf, application/postscript, text/plain, application/zip

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