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HAPACK Software for (Skew-)Hamiltonian Eigenvalue Problems

HAPACK provides Fortran 77 routines for eigenvalue problems related to Hamiltonian and skew-Hamiltonian matrices. ...more

MESS (Matrix Equation Sparse Solver)

MESS is the successor to the LyaPack Toolbox for MATLAB. It is intended for solving large sparse matrix equations. The new version has been rewriten in large parts to fit the drastic upgrades in the Matlab releases since 2000. Additionally new solvers for differential Riccati equations extend the functionality and many enhancements upgrade the efficiency and runtime behaviour enlarging the number of unknowns that can now be computed....more

PLiCMR: A Parallel Library for Model Reduction

PLiCMR is a library of routines for parallel model reduction of large-scale discrete or continuous linear time invariant systems represented using the state-space model. Three methods are available in PLiCMR: Balance & Truncate, Singular Perturbation Approximation, and Hankel-Norm Approximation. Future extensions will include Balanced Stochastic Truncation....more

RRQR-MEX a MATLAB Mex-Interface for the rank revealing QR factorization

RRQR-MEX provides a MATLAB-MexInterface function to the FORTRAN RRQR implementation by G.Quintana-Orti and C.H. Bischof ...more

The Control and Systems Library SLICOT

The subroutine library SLICOT provides Fortran 77 implementations of numerical algorithms for computations in systems and control theory....more

Wachspress ADI-Shifts

An implementation of the elliptic integral based (sub)optimal alternating directions implicit (ADI) shift parameters following the theory by Wachspress et.al. ...more

MATLAB Codes for Computing the H-/L-Norm for Large-Scale Descriptor Systems

MATLAB implemenation of various algorithms for the computation of the H-/L-norm for large-scale descriptor systems. Based on the computation of dominant poles, an optimization over structured pseudospectra or level sets, induced by the imaginary eigenvalues of even matrix pencils, is performed. ... more

Peter Benner's other software projects

MiIT Software

FEINS (Finite Element Incompressible Navier-Stokes solver)

Jens Saak, saak@mpi-magdeburg.mpg.de