- AutorIn
- P. Benner
- V. Mehrmann
- H. Xu
- Titel
- A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils
- Zitierfähige Url:
- https://nbn-resolving.org/urn:nbn:de:bsz:ch1-199800915
- Abstract (EN)
- 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.
- Freie Schlagwörter (EN)
- eigenvalue problem, Hamiltonian pencil matrix, symplectic pencil matrix, skew-Hamiltonian matrix, MSC 65F15
- Klassifikation (DDC)
- 510
- Publizierende Institution
- Technische Universität Chemnitz, Chemnitz
- URN Qucosa
- urn:nbn:de:bsz:ch1-199800915
- Veröffentlichungsdatum Qucosa
- 30.10.1998
- Dokumenttyp
- Preprint
- Sprache des Dokumentes
- Englisch