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Computation of functions of Hamiltonian and skew-symmetric matrices

Author

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  • Del Buono, N.
  • Lopez, L.
  • Politi, T.

Abstract

In this paper we consider numerical methods for computing functions of matrices being Hamiltonian and skew-symmetric. Analytic functions of this kind of matrices (i.e., exponential and rational functions) appear in the numerical solutions of ortho-symplectic matrix differential systems when geometric integrators are involved. The main idea underlying the presented techniques is to exploit the special block structure of a Hamiltonian and skew-symmetric matrix to gain a cheaper computation of the functions. First, we will consider an approach based on the numerical solution of structured linear systems and then another one based on the Schur decomposition of the matrix. Splitting techniques are also considered in order to reduce the computational cost. Several numerical tests and comparison examples are shown.

Suggested Citation

  • Del Buono, N. & Lopez, L. & Politi, T., 2008. "Computation of functions of Hamiltonian and skew-symmetric matrices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(4), pages 1284-1297.
    • Handle: RePEc:eee:matcom:v:79:y:2008:i:4:p:1284-1297
    DOI: 10.1016/j.matcom.2008.03.011
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    Cited by:

    1. Politi, Tiziano & Popolizio, Marina, 2015. "On stochasticity preserving methods for the computation of the matrix pth root," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 110(C), pages 53-68.
    2. Marina Popolizio, 2019. "On the Matrix Mittag–Leffler Function: Theoretical Properties and Numerical Computation," Mathematics, MDPI, vol. 7(12), pages 1-12, November.

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