Structure-Preserving Methods for Computing Eigenpairs of Large Sparse Skew-Hamiltonian/Hamiltonian Pencils

Numerische Simulation Auf Massiv Parallelen Rechnern Structure-preserving Methods for Computing Eigenpairs of Large Sparse Skew-hamiltonian/hamiltonian Pencils Preprint-reihe Des Chemnitzer Sfb 393

Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils

We discuss the numerical solution of structured generalized eigenvalue problems that arise from linear-quadratic optimal control problems, H∞ optimization, multibody systems, and many other areas of applied mathematics, physics, and chemistry. The classical approach for these problems requires computing invariant and deflating subspaces of matrices and matrix pencils with Hamiltonian and/or ske...

Numerical Solution of Quadratic Eigenvalue Problems with Structure-Preserving Methods

Numerical methods for the solution of large scale structured quadratic eigenvalue problems are discussed. We describe a new extraction procedure for the computation of eigenvectors and invariant subspaces of skew-Hamiltonian/Hamiltonian pencils using the recently proposed skew-Hamiltonian isotropic implicitly restarted Arnoldi method (SHIRA). As an application we discuss damped gyroscopic syste...

Condensed Forms for Skew-Hamiltonian/Hamiltonian Pencils

Abstract In this paper we consider real or complex skew-Hamiltonian/Hamiltonian pencils λS −H, i.e., pencils where S is a skew-Hamiltonian and H is a Hamiltonian matrix. These pencils occur for example in the theory of continuous time, linear quadratic optimal control problems. We reduce these pencils to canonical and Schur-type forms under structure-preserving transformations, i.e., J-congruen...

Structure-Preserving Algorithms for Palindromic Quadratic Eigenvalue Problems Arising from Vibration of Fast Trains

In this paper, based on Patel’s algorithm (1993), we proposed a structure-preserving algorithm for solving palindromic quadratic eigenvalue problems (QEPs). We also show the relationship between the structure-preserving algorithm and the URV-based structure-preserving algorithm by Schröder (2007). For large sparse palindromic QEPs, we develop a generalized >skew-Hamiltonian implicity-restarted ...