
handle: 11858/00-001M-0000-0024-9BBA-0
This article describes LAPACK-based Fortran 77 subroutines for the reduction of a Hamiltonian matrix to square-reduced form and the approximation of all its eigenvalues using the implicit version of Van Loan's method. The transformation of the Hamiltonian matrix to a square-reduced form transforms a Hamiltonian eigenvalue problem of order 2 n to a Hessenberg eigenvalue problem of order n . The eigenvalues of the Hamiltonian matrix are the square roots of those of the Hessenberg matrix. Symplectic scaling and norm scaling are provided, which, in some cases, improve the accuracy of the computed eigenvalues. We demonstrate the performance of the subroutines for several examples and show how they can be used to solve some control-theoretic problems.
Numerical computation of eigenvalues and eigenvectors of matrices, Packaged methods for numerical algorithms, Symbolic computation and algebraic computation, algorithms, documentation, performance
Numerical computation of eigenvalues and eigenvectors of matrices, Packaged methods for numerical algorithms, Symbolic computation and algebraic computation, algorithms, documentation, performance
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