On the construction of real canonical forms of Hamiltonian matrices whose spectrum is an imaginary pair

If A is a Hamiltonian matrix and P a symplectic matrix, the product P−1AP is a Hamiltonian matrix. In this paper, we consider the case where the matrix A has a pair of imaginary eigenvalues and develop an algorithm which finds a matrix P such that the matrix P−1AP has a particularly simple form, a canonical form.

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Year of publication:	1998
Authors:	Coleman, R.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 46.1998, 2, p. 117-155
Publisher:	Elsevier
Subject:	Hamiltonian matrix \| Symplectic matrix \| Canonical form

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011050847