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Elsevier, Mathematics and Computers in Simulation, 4(79), p. 1284-1297

DOI: 10.1016/j.matcom.2008.03.011

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Computation of functions of Hamiltonian and skew-symmetric matrices

Journal article published in 2008 by N. Del Buono, L. Lopez ORCID, T. Politi
This paper is available in a repository.
This paper is available in a repository.

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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.