Symplectic Methods for the Symplectic Eigenproblem

Symplectic Methods for the Symplectic Eigenproblem PDF Author: Heike Fassbender
Publisher: Springer Science & Business Media
ISBN: 0306469782
Category : Computers
Languages : en
Pages : 277

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Book Description
The solution of eigenvalue problems is an integral part of many scientific computations. For example, the numerical solution of problems in structural dynamics, electrical networks, macro-economics, quantum chemistry, and c- trol theory often requires solving eigenvalue problems. The coefficient matrix of the eigenvalue problem may be small to medium sized and dense, or large and sparse (containing many zeroelements). In the past tremendous advances have been achieved in the solution methods for symmetric eigenvalue pr- lems. The state of the art for nonsymmetric problems is not so advanced; nonsymmetric eigenvalue problems can be hopelessly difficult to solve in some situations due, for example, to poor conditioning. Good numerical algorithms for nonsymmetric eigenvalue problems also tend to be far more complex than their symmetric counterparts. This book deals with methods for solving a special nonsymmetric eig- value problem; the symplectic eigenvalue problem. The symplectic eigenvalue problem is helpful, e.g., in analyzing a number of different questions that arise in linear control theory for discrete-time systems. Certain quadratic eigenvalue problems arising, e.g., in finite element discretization in structural analysis, in acoustic simulation of poro-elastic materials, or in the elastic deformation of anisotropic materials can also lead to symplectic eigenvalue problems. The problem appears in other applications as well.

Symplectic Methods for the Symplectic Eigenproblem

Symplectic Methods for the Symplectic Eigenproblem PDF Author: Heike Fassbender
Publisher: Springer Science & Business Media
ISBN: 0306469782
Category : Computers
Languages : en
Pages : 277

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Book Description
The solution of eigenvalue problems is an integral part of many scientific computations. For example, the numerical solution of problems in structural dynamics, electrical networks, macro-economics, quantum chemistry, and c- trol theory often requires solving eigenvalue problems. The coefficient matrix of the eigenvalue problem may be small to medium sized and dense, or large and sparse (containing many zeroelements). In the past tremendous advances have been achieved in the solution methods for symmetric eigenvalue pr- lems. The state of the art for nonsymmetric problems is not so advanced; nonsymmetric eigenvalue problems can be hopelessly difficult to solve in some situations due, for example, to poor conditioning. Good numerical algorithms for nonsymmetric eigenvalue problems also tend to be far more complex than their symmetric counterparts. This book deals with methods for solving a special nonsymmetric eig- value problem; the symplectic eigenvalue problem. The symplectic eigenvalue problem is helpful, e.g., in analyzing a number of different questions that arise in linear control theory for discrete-time systems. Certain quadratic eigenvalue problems arising, e.g., in finite element discretization in structural analysis, in acoustic simulation of poro-elastic materials, or in the elastic deformation of anisotropic materials can also lead to symplectic eigenvalue problems. The problem appears in other applications as well.

Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory

Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory PDF Author: Peter Benner
Publisher: Springer
ISBN: 3319152602
Category : Mathematics
Languages : en
Pages : 635

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Book Description
This edited volume highlights the scientific contributions of Volker Mehrmann, a leading expert in the area of numerical (linear) algebra, matrix theory, differential-algebraic equations and control theory. These mathematical research areas are strongly related and often occur in the same real-world applications. The main areas where such applications emerge are computational engineering and sciences, but increasingly also social sciences and economics. This book also reflects some of Volker Mehrmann's major career stages. Starting out working in the areas of numerical linear algebra (his first full professorship at TU Chemnitz was in "Numerical Algebra," hence the title of the book) and matrix theory, Volker Mehrmann has made significant contributions to these areas ever since. The highlights of these are discussed in Parts I and II of the present book. Often the development of new algorithms in numerical linear algebra is motivated by problems in system and control theory. These and his later major work on differential-algebraic equations, to which he together with Peter Kunkel made many groundbreaking contributions, are the topic of the chapters in Part III. Besides providing a scientific discussion of Volker Mehrmann's work and its impact on the development of several areas of applied mathematics, the individual chapters stand on their own as reference works for selected topics in the fields of numerical (linear) algebra, matrix theory, differential-algebraic equations and control theory.

The Matrix Eigenvalue Problem

The Matrix Eigenvalue Problem PDF Author: David S. Watkins
Publisher: SIAM
ISBN: 9780898717808
Category : Mathematics
Languages : en
Pages : 452

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Book Description
The first in-depth, complete, and unified theoretical discussion of the two most important classes of algorithms for solving matrix eigenvalue problems: QR-like algorithms for dense problems and Krylov subspace methods for sparse problems. The author discusses the theory of the generic GR algorithm, including special cases (for example, QR, SR, HR), and the development of Krylov subspace methods. This book also addresses a generic Krylov process and the Arnoldi and various Lanczos algorithms, which are obtained as special cases. Theoretical and computational exercises guide students, step by step, to the results. Downloadable MATLAB programs, compiled by the author, are available on a supplementary Web site. Readers of this book are expected to be familiar with the basic ideas of linear algebra and to have had some experience with matrix computations. Ideal for graduate students, or as a reference book for researchers and users of eigenvalue codes.

Duality System in Applied Mechanics and Optimal Control

Duality System in Applied Mechanics and Optimal Control PDF Author: Wan-Xie Zhong
Publisher: Springer Science & Business Media
ISBN: 1402078811
Category : Mathematics
Languages : en
Pages : 467

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Book Description
A unified approach is proposed for applied mechanics and optimal control theory. The Hamilton system methodology in analytical mechanics is used for eigenvalue problems, vibration theory, gyroscopic systems, structural mechanics, wave-guide, LQ control, Kalman filter, robust control etc. All aspects are described in the same unified methodology. Numerical methods for all these problems are provided and given in meta-language, which can be implemented easily on the computer. Precise integration methods both for initial value problems and for two-point boundary value problems are proposed, which result in the numerical solutions of computer precision. Key Features of the text include: -Unified approach based on Hamilton duality system theory and symplectic mathematics. -Gyroscopic system vibration, eigenvalue problems. -Canonical transformation applied to non-linear systems. -Pseudo-excitation method for structural random vibrations. -Precise integration of two-point boundary value problems. -Wave propagation along wave-guides, scattering. -Precise solution of Riccati differential equations. -Kalman filtering. -HINFINITY theory of control and filter.

Error Analysis of the Symplectic Lanczos Method for the Symplectic Eigenvalue Problem

Error Analysis of the Symplectic Lanczos Method for the Symplectic Eigenvalue Problem PDF Author: Heike Faßbender
Publisher:
ISBN:
Category :
Languages : en
Pages : 21

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Book Description


Handbook of Linear Algebra

Handbook of Linear Algebra PDF Author: Leslie Hogben
Publisher: CRC Press
ISBN: 1466507292
Category : Mathematics
Languages : en
Pages : 1838

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Book Description
With a substantial amount of new material, the Handbook of Linear Algebra, Second Edition provides comprehensive coverage of linear algebra concepts, applications, and computational software packages in an easy-to-use format. It guides you from the very elementary aspects of the subject to the frontiers of current research. Along with revisions and

Structured Matrices in Mathematics, Computer Science, and Engineering I

Structured Matrices in Mathematics, Computer Science, and Engineering I PDF Author: Vadim Olshevsky
Publisher: American Mathematical Soc.
ISBN: 0821819216
Category : Matrices
Languages : en
Pages : 346

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Book Description
"The collection of the contributions to these volumes offers a flavor of the plethora of different approaches to attack structured matrix problems. The reader will find that the theory of structured matrices is positioned to bridge diverse applications in the sciences and engineering, deep mathematical theories, as well as computational and numberical issues. The presentation fully illustrates the fact that the technicques of engineers, mathematicisn, and numerical analysts nicely complement each other, and they all contribute to one unified theory of structured matrices"--Back cover.

Numerical Methods for General and Structured Eigenvalue Problems

Numerical Methods for General and Structured Eigenvalue Problems PDF Author: Daniel Kressner
Publisher: Springer Science & Business Media
ISBN: 3540285024
Category : Mathematics
Languages : en
Pages : 272

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Book Description
This book is about computing eigenvalues, eigenvectors, and invariant subspaces of matrices. Treatment includes generalized and structured eigenvalue problems and all vital aspects of eigenvalue computations. A unique feature is the detailed treatment of structured eigenvalue problems, providing insight on accuracy and efficiency gains to be expected from algorithms that take the structure of a matrix into account.

An Implicitly Restarted Symplectic Lanczos Method for the Symplectic Eigenvalue Problem

An Implicitly Restarted Symplectic Lanczos Method for the Symplectic Eigenvalue Problem PDF Author: Peter Benner
Publisher:
ISBN:
Category :
Languages : en
Pages : 31

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Book Description


Inverse Eigenvalue Problems

Inverse Eigenvalue Problems PDF Author: Moody Chu
Publisher: Oxford University Press
ISBN: 0198566646
Category : Mathematics
Languages : en
Pages : 408

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Book Description
Inverse eigenvalue problems arise in a remarkable variety of applications and associated with any inverse eigenvalue problem are two fundamental questions--the theoretical issue of solvability and the practical issue of computability. Both questions are difficult and challenging. In this text, the authors discuss the fundamental questions, some known results, many applications, mathematical properties, a variety of numerical techniques, as well as several open problems.This is the first book in the authoritative Numerical Mathematics and Scientific Computation series to cover numerical linear algebra, a broad area of numerical analysis. Authored by two world-renowned researchers, the book is aimed at graduates and researchers in applied mathematics, engineering and computer science and makes an ideal graduate text.