Software under Development

HAPACK

This is a joint project with Peter Benner from Chemnitz. HAPACK provides Fortran 77 routines for eigenvalue problems related to Hamiltonian and skew-Hamiltonian matrices as well as severeal types of orthogonal symplectic factorizations. Its most important functionalities can be accessed via Matlab interfaces.

Periodic QZ

The periodic (or cyclic) QZ decomposition is the algorithmic backbone of various methods targetting the analysis or design of linear discrete-time periodic systems. The available FORTRAN 77 implementation satisfies the SLICOT documentation standards.

Completed Software

Block Toeplitz Toolbox

Using variants of the generalized Schur algorithm this toolbox implements fast algorithms for computing QR and Cholesky factorizations of (banded) block Toeplitz/Hankel matrices. In addition, there is a linear (least-squares) equations solver with O(n) memory consumption available. The FORTRAN 77 subroutines form an integral part of the SLICOT library and come with Matlab interfaces.

Web Computing with SLICOT

This was a joint project with Pedher Johansson from Sweden. There are two descriptive reports available and there used to be plenty of web computing interfaces to SLICOT subroutines covering model reduction, system identification, staircase computations, optimal control, etc.