Preprint No. MPIMD/13-11

Title: FORTRAN 77 Subroutines for the Solution of Skew-Hamiltonian/Hamiltonian Eigenproblems - Part I: Algorithms and Applications

Author(s): Peter Benner, Vasile Sima, Matthias Voigt

Email: voigtm@mpi-magdeburg.mpg.de

Date: 2013-07-26

Abstract:

Skew-Hamiltonian/Hamiltonian matrix pencils λS - H appear in many applications, including linear quadratic optimal control problems, H-optimization, certain multi-body systems and many other areas in applied mathematics, physics, and chemistry. In these applications it is necessary to compute certain eigenvalues and/or corresponding deflating subspaces of these matrix pencils. Recently developed methods exploit and preserve the skew-Hamiltonian/Hamiltonian structure and hence increase reliability, accuracy and performance of the computations. In this paper we describe the corresponding algorithms which have been implemented in the style of subroutines of the Subroutine Library in Control Theory (SLICOT). Furthermore, we address some of their applications. We describe variants for real and complex problems with versions for factored and unfactored matrices S.

BibTeX:

@TECHREPORT{MPIMD13-11,
author = {Peter Benner and Vasile Sima and Matthias Voigt},
title = {FORTRAN 77 Subroutines for the Solution of Skew-Hamiltonian/Hamiltonian Eigenproblems - Part I: Algorithms and Applications},
number = {MPIMD/13-11},
month = jul,
year = 2013,
institution = {Max Planck Institute Magdeburg},
type = {Preprint},
note = {Available from \url{http://www.mpi-magdeburg.mpg.de/preprints/}},
}


Download MPIMD/13-11