SIAM Journal on Scientific and Statistical Computing
Implicit application of polynomial filters in a k-step Arnoldi method
SIAM Journal on Matrix Analysis and Applications
Computational Mathematics and Mathematical Physics
Computation of Stable Invariant Subspaces of Hamiltonian Matrices
SIAM Journal on Matrix Analysis and Applications
ACM Transactions on Mathematical Software (TOMS)
Symplectic Balancing of Hamiltonian Matrices
SIAM Journal on Scientific Computing
An Implicitly Restarted Symplectic Lanczos Method for the Symplectic Eigenvalue Problem
SIAM Journal on Matrix Analysis and Applications
ICCS'03 Proceedings of the 2003 international conference on Computational science: PartII
Hi-index | 0.00 |
Given a Hamiltonian matrix H = JS with S symmetric and positive definite, we analyze a symplectic Lanczos algorithm to transform - H2 in a symmetric and positive definite tridiagonal matrix of half size. By means of two effective restarted procedures, this algorithm is then used to compute few extreme eigenvalues of H. Numerical examples are also reported to compare the presented techniques.