Algorithm 854: Fortran 77 subroutines for computing the eigenvalues of Hamiltonian matrices II

This article describes Fortran 77 subroutines for computing eigenvalues and invariant subspaces of Hamiltonian and skew-Hamiltonian matrices. The implemented algorithms are based on orthogonal symplectic decompositions, implying numerical backward stability as well as symmetry preservation for the computed eigenvalues. These algorithms are supplemented with balancing and block algorithms which can lead to considerable accuracy and performance improvements. As a by-product, an efficient implementation for computing symplectic QR decompositions is provided. We demonstrate the usefulness of the subroutines for several, practically relevant examples.


Published in:
ACM Transactions On Mathematical Software, 32, 2, 352-373
Year:
2006
Publisher:
Association for Computing Machinery
ISSN:
0098-3500
Keywords:
Laboratories:




 Record created 2011-05-05, last modified 2018-01-28

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