- AutorIn
- P. Benner
- H. Faßbender
- Titel
- A restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem
- Zitierfähige Url:
- https://nbn-resolving.org/urn:nbn:de:bsz:ch1-199800797
- Abstract (EN)
- A restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem is presented. The Lanczos vectors are constructed to form a symplectic basis. Breakdowns and near-breakdowns are overcome by inexpensive implicit restarts. The method is used to compute eigenvalues, eigenvectors and invariant subspaces of large and sparse Hamiltonian matrices and low rank approximations to the solution of continuous-time algebraic Riccati equations with large and sparse coefficient matrices.
- Freie Schlagwörter (EN)
- symplectic Lanczos method, implicit restarting, Hamiltonian matrix, eigenvalues, low rank approximate solution, algebraic Riccati equation, MSC 65F15, MSC 65F50
- Klassifikation (DDC)
- 510
- Publizierende Institution
- Technische Universität Chemnitz, Chemnitz
- URN Qucosa
- urn:nbn:de:bsz:ch1-199800797
- Veröffentlichungsdatum Qucosa
- 30.10.1998
- Dokumenttyp
- Preprint
- Sprache des Dokumentes
- Englisch