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Skew-Hamiltonian and Hamiltonian Eigenvalue Problems: Theory, Algorithms and Applications

In: Proceedings of the Conference on Applied Mathematics and Scientific Computing

Author

Listed:
  • Peter Benner

    (Technische Universität Chemnitz, Fakultät für Mathematik)

  • Daniel Kressner

    (Technische Universität Berlin, Institut für Mathematik)

  • Volker Mehrmann

    (Technische Universität Berlin, Institut für Mathematik)

Abstract

Skew-Hamiltonian and Hamiltonian eigenvalue problems arise from a number of applications, particularly in systems and control theory. The preservation of the underlying matrix structures often plays an important role in these applications and may lead to more accurate and more efficient computational methods. We will discuss the relation of structured and unstructured condition numbers for these problems as well as algorithms exploiting the given matrix structures. Applications of Hamiltonian and skew-Hamiltonian eigenproblems are briefly described.

Suggested Citation

  • Peter Benner & Daniel Kressner & Volker Mehrmann, 2005. "Skew-Hamiltonian and Hamiltonian Eigenvalue Problems: Theory, Algorithms and Applications," Springer Books, in: Zlatko Drmač & Miljenko Marušić & Zvonimir Tutek (ed.), Proceedings of the Conference on Applied Mathematics and Scientific Computing, pages 3-39, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4020-3197-7_1
    DOI: 10.1007/1-4020-3197-1_1
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