Low rank differential equations for Hamiltonian matrix nearness problems

Abstract

For a Hamiltonian matrix with purely imaginary eigenvalues, we aim to determine the nearest Hamiltonian matrix such that some or all eigenvalues leave the imaginary axis. Conversely, for a Hamiltonian matrix with all eigenvalues lying off the imaginary axis, we look for a nearest Hamiltonian matrix that has a pair of imaginary eigenvalues. The Hamiltonian… (More)
DOI: 10.1007/s00211-014-0637-x

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@article{Guglielmi2015LowRD, title={Low rank differential equations for Hamiltonian matrix nearness problems}, author={Nicola Guglielmi and Daniel Kressner and Christian Lubich}, journal={Numerische Mathematik}, year={2015}, volume={129}, pages={279-319} }