A structure preserving Sort-Jacobi algorithm for computing eigenvalues or singular values is presented. The proposed method applies to an arbitrary semisimple Lie algebra on its (−1)-eigenspace of the Cartan involution. Local quadratic convergence for arbitrary cyclic schemes is shown for the regular case. The proposed method is independent of the representation of the underlying Lie algebra an...

We survey the quadratic eigenvalue problem, treating its many applications, its mathematical properties, and a variety of numerical solution techniques. Emphasis is given to exploiting both the structure of the matrices in the problem (dense, sparse, real, complex, Hermitian, skew-Hermitian) and the spectral properties of the problem. We classify the available choices of methods and catalogue a...

For inner products de ned by a symmetric inde nite matrix p;q, canonical forms for real or complex p;q-Hermitian matrices, p;q-skew Hermitian matrices and p;q-unitary matrices are studied under equivalence transformations which keep the class invariant.

In this paper we derive bounds on the eigenvalues of the preconditioned matrix that arises in the solution of saddle point problems when the Hermitian and skew-Hermitian splitting preconditioner is employed. We also give sufficient conditions for the eigenvalues to be real. A few numerical experiments are used to illustrate the quality of the bounds.

In this paper, we present new a posteriori and a priori error bounds for the Krylov subspace methods for computing e−τAv for a given τ > 0 and v ∈ Cn, where A is a large sparse nonHermitian matrix. The a priori error bounds relate the convergence to λmin( A+A∗ 2 ), λmax( A+A∗ 2 ) (the smallest and the largest eigenvalue of the Hermitian part of A), and |λmax(A−A 2 )| (the largest eigenvalue in ...

We survey the quadratic eigenvalue problem, treating its many applications, its mathematical properties, and a variety of numerical solution techniques. Emphasis is given to exploiting both the structure of the matrices in the problem (dense, sparse, real, complex, Hermitian, skew-Hermitian) and the spectral properties of the problem. We classify numerical methods and catalogue available software.

We give canonical matrices of a pair (A,B) consisting of a nondegenerate form B and a linear operator A satisfying B(Ax,Ay) = B(x, y) on a vector space over F in the following cases: • F is an algebraically closed field of characteristic different from 2 or a real closed field, and B is symmetric or skew-symmetric; • F is an algebraically closed field of characteristic 0 or the skew field of qu...

We study almost Hermitian structures admitting a Hermitian connexion with totally skew-symmetric torsion or equivalently, those almost Hermitian structures with totally skewsymmetric Nijenhuis tensor. We investigate up to what extent the Nijenhuis tensor fails to be parallel with respect to the characteristic connexion. This is naturally described by means of an extension of the notion of Killi...