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Annals of Mathematical Sciences and Applications

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A structure-preserving method for solving the complex $\mathsf{T}$-Hamiltonian eigenvalue problem
Volume 6, Issue 2 (2021), pp. 199–224
Heng Tian   Xing-Long Lyu   Tiexiang Li  

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https://doi.org/10.4310/AMSA.2021.v6.n2.a4
Pub. online: 18 October 2021      Type: Article     

Received
1 April 2021
Accepted
11 May 2021
Published
18 October 2021

Abstract

In this work, we present a new structure-preserving method to compute the structured Schur form of a dense complex $\mathsf{T}$ Hamiltonian matrix $\mathscr{H}$ of moderate size. Origination of the complex $\mathsf{T}$ Hamiltonian eigenvalue problem outside the control theory is briefly discussed. Specifically, our method consists of three main stages. At the first stage, we compute eigenvalues of $\mathscr{H}$ using the $\mathsf{T}$ symplectic URV-decomposition of complex $\mathscr{H}$ followed up with the complex periodic QR algorithm to thoroughly respect the $(\lambda,-\lambda)$ pairing of eigenvalues. At the second stage, we construct the $\mathsf{T}$ isotropic invariance subspace of $\mathscr{H}$ from suitable linear combination of columns of $U$ and $V$ matrices from the first stage. At the third stage, we find a $\mathsf{T}$ symplectic-orthogonal basis of this invariance subspace, which immediately provides the structured Schur form of $\mathscr{H}$. Several numerical results are presented to demonstrate the effectiveness and accuracy of our method.

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Keywords
complex $\mathsf{T}$ Hamiltonian eigenvalue problem $\mathsf{T}$ symplectic URV-decomposition complex periodic QR algorithm complex $\mathsf{T}$ Hamiltonian Schur form

Funding
H. Tian was supported by the Ministry of Science and Technology (MoST) 107-2811-M-009-002. T. Li was supported by the National Natural Science Foundation of China (NSFC) 11971105. This work was also partially supported by the ST Yau Centre in Taiwan, Shing-Tung Yau Center and Big Data Computing Center of Southeast University.

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