Software for (Skew-)Hamiltonian Eigenvalue Problems
The Hamiltonian Eigenvalue Problem is an important structured Eigenvalue Problem in Systems and Control theory. Through its close connection to the Riccati Matrix equation the Hamiltonian Eigenvalue Problem becomes one of the building blocks of the software development in our group. Over the past years we develop a set of FORTRAN 77 and MATLAB routines for the solution of the Hamiltonian Eigenvalue Problem. Beside them we focus on a set of benchmark problems for the Riccati equation which are suitable for the Hamiltonian Eigensolvers as well.