A new block method for computing the Hamiltonian Schur form
Please always quote using this URN:urn:nbn:de:0296-matheon-5265
- A generalization of the method of Chu, Liu and Mehrmann for the computation of the Hamiltonian real Schur form is presented. The new method avoids some of the difficulties that may arise when a Hamiltonian matrix has tightly clustered groups of eigenvalues. A detailed analysis of the method is presented and several numerical examples demonstrate the superior behavior of the method.
Author: | Volker Mehrmann, Christian Schröder, David S. Watkins |
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URN: | urn:nbn:de:0296-matheon-5265 |
Referee: | Peter Deuflhard |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2008/09/09 |
Release Date: | 2008/09/09 |
Tag: | |
Institute: | Technische Universität Berlin |
MSC-Classification: | 15-XX LINEAR AND MULTILINEAR ALGEBRA; MATRIX THEORY / 15Axx Basic linear algebra / 15A21 Canonical forms, reductions, classification |
65-XX NUMERICAL ANALYSIS / 65Fxx Numerical linear algebra / 65F15 Eigenvalues, eigenvectors | |
93-XX SYSTEMS THEORY; CONTROL (For optimal control, see 49-XX) / 93Bxx Controllability, observability, and system structure / 93B40 Computational methods | |
Preprint Number: | 518 |