Structured shifts for skew-symmetric matrices

[摘要] We consider the use of a skew-symmetric block-diagonal matrix as a structured shift. Properties of Hamiltonian and skew-Hamiltonian matrices are used to show that the shift can be effectively used in the iterative solution of skew-symmetric linear systems or nonsymmetric linear systems with a dominant skew-symmetric part. Eigenvalue analysis and some numerical experiments confirm our observations.

[学科分类] 数学（综合）

[关键词] skew-symmetric matrix;structured shift;Hamiltonian matrix;skew-Hamiltonian matrix;eigenvalue analysis;iterative solution of linear systems