Structure-preserving Schur methods for computing square roots of real skew-Hamiltonian matrices

Mathematics – Numerical Analysis

Scientific paper

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27 pages; Conference "Directions in Matrix Theory 2011", July 2011, University of Coimbra, Portugal

Scientific paper

Our contribution is two-folded. First, starting from the known fact that every real skew-Hamiltonian matrix has a real Hamiltonian square root, we give a complete characterization of the square roots of a real skew-Hamiltonian matrix W. Second, we propose a structure exploiting method for computing square roots of W. Compared to the standard real Schur method, which ignores the structure, our method requires significantly less arithmetic.

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