Kressner, D.Benner, P.2011-05-052011-05-052011-05-05200610.1016/j.laa.2004.09.023https://infoscience.epfl.ch/handle/20.500.14299/67057Balancing a matrix by a simple and accurate similarity transformation can improve the speed and accuracy of numerical methods for computing eigenvalues. We describe balancing strategies for a large and sparse Hamiltonian matrix H. It is first shown how to permute H to irreducible form while retaining its structure. This form can be used to decompose the Hamiltonian eigenproblem into smaller-sized problems. Next, we discuss the computation of a symplectic scaling matrix D so that the norm of D-1 H D is reduced. The considered scaling algorithm is solely based on matrix-vector products and thus particularly suitable if the elements of H are not explicitly given. The merits of balancing for eigenvalue computations are illustrated by several practically relevant examples. (c) 2004 Elsevier Inc. All rights reserved.balancingHamiltonian matriceseigenvalue problemsparse matricesEigenvaluesAlgorithmMatricesPencilstext::journal::journal article::research article