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Abstract: The eigenproblem for complex J-symmetric matrices is considered. A proof of the existence of a transformation to the complex J-symmetric Schur form proposed in [C. Mehl. On asymptotic convergence of nonsymmetric Jacobi algorithms. SIAM J. Matrix Anal. Appl. 30:291-311 2008.] is given. The complex symplectic unitary QR decomposition and the complex symplectic SR decomposition are discussed. It is shown that a QR-like method based on the complex symplectic unitary QR decomposition is not feasible here. A complex symplectic SR algorithm is presented which can be implemented such that one step of the SR algorithm can be carried out in O(n) arithmetic operations. Based on this a complex symplectic Lanczos method can be derived. Moreover it is discussed how the 2n x 2n complex J-symmetric matrix can be embedded in a 4n x 4n real Hamiltonian matrix. |
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