Software for (Skew-)Hamiltonian Eigenvalue Problems
HAPACK is an LAPACK-style software package for Hamiltonian and skew-Hamiltonian matrices. It provides subroutines for computing eigenvalues, eigenvectors, and invariant subspaces of Hamiltonian and skew-Hamiltonian matrices, as well as structured Schur forms and several orthogonal symplectic factorizations of such matrices. Many of the subroutines are already integrated in SLICOT and the library itself is not longer developed.
- Source code of HAPACK Version 1.1.1
- MATLAB scripts and MEX gateways
- The Square-Reduced Method for the Hamiltonian Eigenavalue Problem (TOMS 800)
Benchmark Collection for the Riccati Equation
The FORTRAN 77 and MATLAB subroutine sets CAREX and DAREX generate a bunch of benchmark problems with focus on the continuous time algebraic Riccati equation (CARE) or respectively to the discrete time algebraic Riccati equation (DARE). Details about the generated model problems and their usage are described in the publications listed below.