P. Benner et H. Fassbender, An implicitly restarted symplectic Lanczos method for the symplectic eigenvalue problem, SIAM J MATR, 22(3), 2000, pp. 682-713
An implicitly restarted symplectic Lanczos method for the symplectic eigenv
alue problem is presented. The Lanczos vectors are constructed to form a sy
mplectic basis. The inherent numerical difficulties of the symplectic Lancz
os method are addressed by inexpensive implicit restarts. The method is use
d to compute some eigenvalues and eigenvectors of large and sparse symplect
ic operators.