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Main Title: Polynomial Eigenvalue Problems with Hamiltonian Structure
Author(s): Mehrmann, Volker
Watkins, David
Type: Research Paper
Abstract: We discuss the numerical solution of eigenvalue problems for matrix polynomials, where the coefficient matrices are alternating symmetric and skew symmetric or Hamiltonian and skew Hamiltonian. We discuss several applications that lead to such structures. Matrix polynomials of this type have a symmetry in the spectrum that is the same as that of Hamiltonian matrices or skew-Hamiltonian/Hamiltonian pencils. The numerical methods that we derive are designed to preserve this eigenvalue symmetry. We also discuss linearization techniques that transform the polynomial into a skew-Hamiltonian/Hamiltonian linear eigenvalue problem with a specific substructure. For this linear eigenvalue problem we discuss special factorizations that are useful in shift-and-invert Krylov subspace methods for the solution of the eigenvalue problem. We present a numerical example that demonstrates the effectiveness of our approach.
Subject(s): matrix polynomial
Hamiltonian matrix
skew-Hamiltonian matrix
skew-Hamiltonian/Hamiltonian pencil
matrix factorizations
Issue Date: 1-Jan-2002
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 65F15 Eigenvalues, eigenvectors
15A18 Eigenvalues, singular values, and eigenvectors
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2002, 724
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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