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Can I use slicot to solve this particular problem?

Open gabrielfougeron opened this issue 2 years ago • 7 comments

Here is my numerical problem: I want to compute a Hamiltonian square root of a given skew-Hamiltonian matrix.

The following article Structure-Preserving Schur Methods for Computing Square Roots of Real Skew-Hamiltonian Matrices by Zhongyun Liu, Yulin Zhang, Carla Ferreira, and Rui Ralha proposes an algorithm involving the following steps:

  1. A Paige / van Loan decomposition of the initial skew-Hamiltonian matrix
  2. Transformation of the above into a symplectic schur decomposition of the initial matrix.
  3. Schur decomposition of the top-left block
  4. Solution of a Sylvester equation

I think I can use Lapack to deal with 3. and 4. My question is: can I use SLICOT to deal with 1. and/or 2. ? I see in the doc that there is a subroutine for the Paige/Van Loan form of a Hamiltonian matrix MB04PB, but I don't see anything for the skew-Hamiltonian case.

Any tips would be greatly appreciated

gabrielfougeron avatar Feb 08 '23 10:02 gabrielfougeron

PS: I apologize if this is not the right place to ask this kind of questions.

gabrielfougeron avatar Feb 08 '23 10:02 gabrielfougeron

It is ok to ask this question. I wrote the first version of MB04PB 25 years ago. I did have a version for skew-Hamiltonians, that might be a lower-level support function or never made it into SLICOT. I will check my files, but this might take a few days.

peterbenner67 avatar Feb 08 '23 16:02 peterbenner67

Wow this is great, thank you very much!

gabrielfougeron avatar Feb 08 '23 17:02 gabrielfougeron

Currently, SLICOT does not include a routine for computing the PVL form of a skew-Hamiltonian matrix. We do have one for skew-Hamiltonian/Hamiltonian pencils. An appropriate routine for item 1 above could be DSHPVB from HAPACK package. It might be possible to include its adaptation into SLICOT Library in the near future.
I don't know now an answer for item 2.

VasileSima4 avatar Feb 09 '23 07:02 VasileSima4

Sounds great! I had never heard of HAPACK before. A quick google search leads me to believe the project home page is https://www.tu-chemnitz.de/mathematik/industrie_technik/software/hapack.php?lang=en . The download links are all down though :-(

gabrielfougeron avatar Feb 09 '23 07:02 gabrielfougeron

Maybe a project for your next visit?

Best regards,

Peter

On Wed, Feb 08, 2023 at 11:01:27PM -0800, VasileSima4 wrote:

Currently, SLICOT does not include a routine for computing the PVL form of a skew-Hamiltonian matrix. We do have one for skew-Hamiltonian/Hamiltonian pencils. An appropriate routine for item 1 above could be DSHPVB from HAPACK package. It might be possible to include its adaptation into SLICOT Library in the near future.
I don't know now an answer for item 2.

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peterbenner67 avatar Feb 09 '23 07:02 peterbenner67

Maybe a project for your next visit? Best regards, Peter On Wed, Feb 08, 2023 at 11:01:27PM -0800, VasileSima4 wrote: Currently, SLICOT does not include a routine for computing the PVL form of a skew-Hamiltonian matrix. We do have one for skew-Hamiltonian/Hamiltonian pencils. An appropriate routine for item 1 above could be DSHPVB from HAPACK package. It might be possible to include its adaptation into SLICOT Library in the near future. I don't know now an answer for item 2. -- Reply to this email directly or view it on GitHub: #9 (comment) You are receiving this because you commented. Message ID: @.> ________________________________________________________________ Upcoming: 25-27 September 2023 / Heidelberg, Germany: European Conference on Computational Optimization (EUCCO) https://scoop.iwr.uni-heidelberg.de/events/2023_eucco/ ________________________________________________________________ Prof. Dr. Peter Benner - Director - Max Planck Institute for Dynamics of Complex Technical Systems Sandtorstr. 1, 39106 Magdeburg (Germany) +49 391-6110-450 @. | www.mpi-magdeburg.mpg.de/benner zoom: peterbenner | webex: benner | skype: peter_benner BigBlueButton: bbba.mpi-magdeburg.mpg.de/b/pet-gjq-xek Co-Chair "BiGmax - the Max Planck research network on big-data-driven materials science", https://www.bigmax.mpg.de/ Professor, Research group "Mathematics in Industry and Technology" Fakultät für Mathematik, TU Chemnitz Honorarprofessor, Fakultät für Mathematik Otto-von-Guericke Universität Magdeburg

Sure! Most HAPACK routines are already integrated into SLICOT. From the six routines you sent, two are already there, under the names MB01MD and MB01ND.

VasileSima4 avatar Feb 09 '23 08:02 VasileSima4