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An Implicitly-restarted Krylov Method for Real Symmetric/Skew-Symmetric Eigenproblems

Please always quote using this URN:urn:nbn:de:0296-matheon-5866
  • A new implicitly-restarted Krylov subspace method for real symmetric/skew-symmetric generalized eigenvalue problems is presented. The new method improves and generalizes the SHIRA method to the case where the skew symmetric matrix is singular. It computes a few eigenvalues and eigenvectors of the matrix pencil close to a given target point. Several applications from control theory are presented and the properties of the new method are illustrated by benchmark examples.

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Metadaten
Author:Volker Mehrmann, Christian Schröder, Valeria Simoncini
URN:urn:nbn:de:0296-matheon-5866
Referee:Frank Schmidt
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2009/07/19
Release Date:2009/12/07
Tag:
MSC-Classification:15-XX LINEAR AND MULTILINEAR ALGEBRA; MATRIX THEORY / 15Axx Basic linear algebra / 15A18 Eigenvalues, singular values, and eigenvectors
15-XX LINEAR AND MULTILINEAR ALGEBRA; MATRIX THEORY / 15Axx Basic linear algebra / 15A22 Matrix pencils [See also 47A56]
65-XX NUMERICAL ANALYSIS / 65Fxx Numerical linear algebra / 65F15 Eigenvalues, eigenvectors
65-XX NUMERICAL ANALYSIS / 65Fxx Numerical linear algebra / 65F50 Sparse matrices
93-XX SYSTEMS THEORY; CONTROL (For optimal control, see 49-XX) / 93Bxx Controllability, observability, and system structure / 93B36 H1-control
93-XX SYSTEMS THEORY; CONTROL (For optimal control, see 49-XX) / 93Bxx Controllability, observability, and system structure / 93B40 Computational methods
Preprint Number:591
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