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报告题目: Numerical Computation for the Hamiltonian Schur Form
报 告 人: Professor Chu Delin
报告人所在单位: Dept.of Mathematics, National University of Singapore
报告日期: 2007-06-21 星期四
报告时间: 10:00--11:00
报告地点: 光华东主楼1801室
   
报告摘要:

In this talk we introduce a new numerical method for computing the Hamiltonian Schur form of a 2n-by-2n Hamiltonian matrix M that has no purely imaginary eigenvalues. We demonstrate the properties  of the new method by showing its performance for the benchmark collection of continuous-time algebraic Riccati equations. Despite the fact that no complete error analysis for the method is yet available, the numerical results indicate that if no eigenvalues of M are close to the imaginary axis then the method computes the exact Hamiltonian Schur form of a nearby Hamiltonian matrix and thus is numerically strongly backward stable. The new method  is of complexity O(n^3) and hence it solves a long-standing open problem in numerical analysis.

 

   
本年度学院报告总序号: 73

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