Integration of Matrix Equations: Orthonormal Integrators

Friday, November 21, 1997 - 2:00pm - 3:00pm
Keller 3-180
Luca Dieci (Georgia Institute of Technology)
Recently, there has been some interest in structure preserving integration methods for solving matrix differential equations. One class of such methods are orthonormal integrators: techniques to solve matrix differential equations whose solution is orthonormal. We discuss analysis and implementation of these techniques. Particular attention is paid to algorithms based on the decomposition of the sought matrix in terms of elementary Householder and Givens transformations.