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Numerical solution of eigenvalue problems for Hamiltonian systems

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Abstract

This paper discusses the numerical solution of eigenvalue problems for Hamiltonian systems of ordinary differential equations. Two new codes are presented which incorporate the algorithms described here; to the best of the author’s knowledge, these are the first codes capable of solving numerically such general eigenvalue problems. One of these implements a new new method of solving a differential equation whose solution is a unitary matrix. Both codes are fully documented and are written inPfort-verifiedFortran 77, and will be available in netlib/aicm/sl11f and netlib/aicm/sl12f.

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Marletta, M. Numerical solution of eigenvalue problems for Hamiltonian systems. Adv Comput Math 2, 155–184 (1994). https://doi.org/10.1007/BF02521106

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