Skip to Main Content

Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

The parameterized $SR$ algorithm for symplectic (butterfly) matrices
HTML articles powered by AMS MathViewer

by H. Faßbender PDF
Math. Comp. 70 (2001), 1515-1541 Request permission

Abstract:

The $SR$ algorithm is a structure-preserving algorithm for computing the spectrum of symplectic matrices. Any symplectic matrix can be reduced to symplectic butterfly form. A symplectic matrix $B$ in butterfly form is uniquely determined by $4n-1$ parameters. Using these $4n-1$ parameters, we show how one step of the symplectic $SR$ algorithm for $B$ can be carried out in $\mathcal {O}(n)$ arithmetic operations compared to $\mathcal {O}(n^3)$ arithmetic operations when working on the actual symplectic matrix. Moreover, the symplectic structure, which will be destroyed in the numerical process due to roundoff errors when working with a symplectic (butterfly) matrix, will be forced by working just with the parameters.
References
  • G. Banse, Symplektische Eigenwertverfahren zur Lösung zeitdiskreter optimaler Steuerungsprobleme, PhD thesis, Fachbereich 3 - Mathematik und Informatik,Universität Bremen, Bremen, Germany, 1995.
  • G. Banse and A. Bunse-Gerstner, A condensed form for the solution of the symplectic eigenvalue problem, in Systems and Networks: Mathematical Theory and Applications, U. Helmke, R. Menniken, and J. Sauer, eds., Akademie Verlag, 1994, pp. 613–616.
  • Peter Benner and Heike Faßbender, The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method, Proceedings of the Sixth Conference of the International Linear Algebra Society (Chemnitz, 1996), 1998, pp. 19–47. MR 1628381, DOI 10.1016/S0024-3795(97)10049-0
  • Peter Benner, Heike Faßbender, and David S. Watkins, SR and SZ algorithms for the symplectic (butterfly) eigenproblem, Linear Algebra Appl. 287 (1999), no. 1-3, 41–76. Special issue celebrating the 60th birthday of Ludwig Elsner. MR 1662860, DOI 10.1016/S0024-3795(98)10090-3
  • Martin Bohner, Linear Hamiltonian difference systems: disconjugacy and Jacobi-type conditions, J. Math. Anal. Appl. 199 (1996), no. 3, 804–826. MR 1386607, DOI 10.1006/jmaa.1996.0177
  • Charles I. Goldstein, Multigrid preconditioners applied to the iterative solution of singularly perturbed elliptic boundary value problems and scattering problems, Innovative numerical methods in engineering (Atlanta, Ga., 1986) Comput. Mech., Southampton, 1986, pp. 97–102. MR 902863
  • Angelika Bunse-Gerstner, Matrix factorizations for symplectic $QR$-like methods, Linear Algebra Appl. 83 (1986), 49–77. MR 862732, DOI 10.1016/0024-3795(86)90265-X
  • Angelika Bunse-Gerstner and Volker Mehrmann, A symplectic QR like algorithm for the solution of the real algebraic Riccati equation, IEEE Trans. Automat. Control 31 (1986), no. 12, 1104–1113. MR 864141, DOI 10.1109/TAC.1986.1104186
  • A. Bunse-Gerstner, V. Mehrmann, and D. Watkins, An SR algorithm for Hamiltonian matrices based on Gaussian elimination, XII Symposium on Operations Research (Passau, 1987) Methods Oper. Res., vol. 58, Athenäum/Hain/Hanstein, Königstein, 1989, pp. 339–357. MR 1072586
  • J. Della-Dora, Numerical linear algorithms and group theory, Linear Algebra Appl. 10 (1975), 267–283. MR 383721, DOI 10.1016/0024-3795(75)90074-9
  • H. Faßbender, Symplectic Methods for Symplectic Eigenproblems, Habilitationsschrift, Universität Bremen, Fachbereich 3 – Mathematik und Informatik, 28334 Bremen, Germany, 1998.
  • U. Flaschka, V. Mehrmann, and D. Zywietz, An analysis of structure preserving numerical methods for symplectic eigenvalue problems, RAIRO Automat.-Prod. Inform. Ind. 25 (1991), no. 2, 165–189 (English, with French summary). MR 1094350
  • Morgan Ward, Note on the general rational solution of the equation $ax^2-by^2=z^3$, Amer. J. Math. 61 (1939), 788–790. MR 23, DOI 10.2307/2371337
  • Gene H. Golub and Charles F. Van Loan, Matrix computations, 3rd ed., Johns Hopkins Studies in the Mathematical Sciences, Johns Hopkins University Press, Baltimore, MD, 1996. MR 1417720
  • V. Kublanoskaja, On some algorithms for the solution of the complete eigenvalue problem, U.S.S.R. Comput. Math. and Math. Phys., 3 (1961), pp. 637–657.
  • Peter Lancaster and Leiba Rodman, Algebraic Riccati equations, Oxford Science Publications, The Clarendon Press, Oxford University Press, New York, 1995. MR 1367089
  • V. Mehrmann, Der SR-Algorithmus zur Berechnung der Eigenwerte einer Matrix, Diplomarbeit, Universität Bielefeld, Bielefeld, FRG, 1979.
  • V. L. Mehrmann, The autonomous linear quadratic control problem, Lecture Notes in Control and Information Sciences, vol. 163, Springer-Verlag, Berlin, 1991. Theory and numerical solution. MR 1133203, DOI 10.1007/BFb0039443
  • Chris Paige and Charles Van Loan, A Schur decomposition for Hamiltonian matrices, Linear Algebra Appl. 41 (1981), 11–32. MR 649714, DOI 10.1016/0024-3795(81)90086-0
  • Thrasyvoulos Pappas, Alan J. Laub, and Nils R. Sandell Jr., On the numerical solution of the discrete-time algebraic Riccati equation, IEEE Trans. Automat. Control 25 (1980), no. 4, 631–641. MR 583440, DOI 10.1109/TAC.1980.1102434
  • D. S. Watkins and L. Elsner, Convergence of algorithms of decomposition type for the eigenvalue problem, Linear Algebra Appl. 143 (1991), 19–47. MR 1077722, DOI 10.1016/0024-3795(91)90004-G
Similar Articles
  • Retrieve articles in Mathematics of Computation with MSC (2000): 65F15
  • Retrieve articles in all journals with MSC (2000): 65F15
Additional Information
  • H. Faßbender
  • Affiliation: Zentrum Mathematik, Technische Universität München, 80290 München, Germany
  • Email: fassbender@mathematik.tu-muenchen.de
  • Received by editor(s): March 2, 1999
  • Received by editor(s) in revised form: November 17, 1999
  • Published electronically: June 27, 2000
  • © Copyright 2000 American Mathematical Society
  • Journal: Math. Comp. 70 (2001), 1515-1541
  • MSC (2000): Primary 65F15
  • DOI: https://doi.org/10.1090/S0025-5718-00-01265-5
  • MathSciNet review: 1836916