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

Abstract

The contribution in this paper is two-folded. First, a complete characterization is given of the square roots of a real nonsingular skew-Hamiltonian matrix W. Using the known fact that every real skew-Hamiltonian matrix has infinitely many real Hamiltonian square roots, such square roots are described. Second, a structure-exploiting method is proposed for computing square roots of W, skew-Hamiltonian and Hamiltonian square roots. Compared to the standard real Schur method, which ignores the structure, this method requires significantly less arithmetic.