MB04BV - A FORTRAN 77 Subroutine to Compute the Eigenvectors Associated to the Purely Imaginary Eigenvalues of Skew-Hamiltonian/Hamiltonian Matrix Pencils 1

Peihong Jiang, Matthias Voigt

SLICOT Working Note 2013-3: September 2013.

We implement a structure-preserving numerical algorithm for extracting the eigenvectors asso ciated to the purely imaginary eigenvalues of skew-Hamiltonian/Hamiltonian matrix p encils. We compare the new algorithm with the QZ algorithm using random examples with different difficulty. The results show that the new algorithm is signficantly faster, more robust, and more accurate, esp ecially for hard examples.