Nov 6 – 8, 2019
MPI Magdeburg
Europe/Berlin timezone

Factored-form matrix sign iteration via principal pivot transforms

Nov 8, 2019, 11:35 AM
25m
Prigogine (MPI Magdeburg)

Prigogine

MPI Magdeburg

MPI for Dynamics of Complex Technical Systems Sandtorstr. 1 39106 Magdeburg
Talk Talks Day III

Speaker

Federico Poloni (University of Pisa)

Description

We describe a way to implement the matrix sign iteration $H_{k+1} = \frac12 (H_k^{\mathstrut}+H_k^{-1})$ on a dense Hamiltonian matrix of the form

$$H_k = \begin{bmatrix}A_k & B_kB_k^T\\ C_k^TC_k & -A_k^T & \end{bmatrix}$$ in such a way that the blocks in positions $(1,2)$ and $(2,1)$ are kept in low-rank factored form. The algorithm operates on their generators $B_k$ and $C_k$ directly, and relies on principal pivot transforms (PPTs) as its main building block; more specifically it makes use of the framework for factored-form PPTs in [Poloni, Strabic 2016]. We discuss the stability properties of the resulting algorithm, as well as applications that make use of the low-rank factors directly.

Primary authors

Peter Benner (Max Planck Institute for Dynamics of Complex Technical Systems) Federico Poloni (University of Pisa)

Presentation materials

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