A note on the numerical solution of complex Hamiltonian and skew-Hamiltonian eigenvalue problems
Electronic transactions on numerical analysis, Tome 8 (1999), pp. 115-126
In this paper we describe a simple observation that can be used to extend two recently proposed structure preserving methods for the eigenvalue problem for real Hamiltonian matrices to the case of complex Hamiltonian and skew-Hamiltonian matrices.
Classification : 65F15, 93B40, 93B36, 93C60
Keywords: eigenvalue problem, Hamiltonian matrix, skew-Hamiltonian matrix, algebraic Riccati equation, invariant subspace
@article{ETNA_1999__8__a3,
     author = {Benner,  Peter and Mehrmann,  Volker and Xu,  Hongguo},
     title = {A note on the numerical solution of complex {Hamiltonian} and {skew-Hamiltonian} eigenvalue problems},
     journal = {Electronic transactions on numerical analysis},
     pages = {115--126},
     year = {1999},
     volume = {8},
     zbl = {0936.65045},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_1999__8__a3/}
}
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Benner,  Peter; Mehrmann,  Volker; Xu,  Hongguo. A note on the numerical solution of complex Hamiltonian and skew-Hamiltonian eigenvalue problems. Electronic transactions on numerical analysis, Tome 8 (1999), pp. 115-126. http://geodesic.mathdoc.fr/item/ETNA_1999__8__a3/