An Implicitly Restarted Symplectic Lanczos Method for the Symplectic Eigenvalue Problem
Peter Benner, Heike Faßbender · SIAM Journal on Matrix Analysis and Applications · 2001
An implicitly restarted symplectic Lanczos method for the symplectic eigenvalue problem is presented. The Lanczos vectors are constructed to form a symplectic basis. The inherent numerical difficulties of the symplectic Lanczos method are addressed by inexpensive implicit restarts. The method is used to compute some eigenvalues and eigenvectors of large and sparse symplectic operators.