A numerical method for computing the Hamiltonian Schur form
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- scientific article; zbMATH DE number 5000349
Cites work
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- A Generalized Eigenvalue Approach for Solving Riccati Equations
- A Hamiltonian $QR$ Algorithm
- A Schur decomposition for Hamiltonian matrices
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- A multishift algorithm for the numerical solution of algebraic Riccati equations
- A new method for computing the stable invariant subspace of a real Hamiltonian matrix
- A note on the numerical solution of complex Hamiltonian and skew-Hamiltonian eigenvalue problems
- A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils
- A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
- A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
- Algorithm 854
- Computing the CS and the generalized singular value decompositions
- Existence, uniqueness, and parametrization of Lagrangian invariant subspaces
- Linear Perturbation Theory for Structured Matrix Pencils Arising in Control Theory
- Matrix Riccati equations in control and systems theory
- Numerical methods and software for general and structured eigenvalue problems.
- Numerical solution of the discrete-time periodic Riccati equation
- On Hamiltonian and symplectic Hessenberg forms
- On the reduction of a Hamiltonian matrix to Hamiltonian Schur form
- Perturbation Bounds for Isotropic Invariant Subspaces of Skew-Hamiltonian Matrices
- Perturbation analysis for the eigenvalue problem of a formal product of matrices
- Perturbation analysis of Hamiltonian Schur and Block-Schur forms
- Properties of a quadratic matrix equation and the solution of the continuous-time algebraic Riccati equation
- Simultaneous iteration for computing invariant subspaces of non-Hermitian matrices
- Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils
- The autonomous linear quadratic control problem. Theory and numerical solution
- The weak and strong stability of algorithms in numerical linear algebra
- Three methods for refining estimates of invariant subspaces
- Topological Semiconjugacy of Piecewise Monotone Maps of the Interval
Cited in
(24)- BCR algorithm for solving quadratic inverse eigenvalue problems for partially bisymmetric matrices
- Structured least-squares problems and inverse eigenvalue problems for (P,Q)-reflexive matrices
- Numerical Linear Algebra Methods for Linear Differential-Algebraic Equations
- A Schur decomposition for Hamiltonian matrices
- Eigenvalue perturbation theory of classes of structured matrices under generic structured rank one perturbations
- An inverse eigenvalue problem for Hamiltonian matrices
- The united stable solution set of interval continuous-time algebraic Riccati equation and veri ed numerical computation of its outer estimation
- Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
- Procrustes problems for (\(P,Q,\eta \))-reflexive matrices
- A structure-preserving algorithm for the quaternion Cholesky decomposition
- On the reduction of a Hamiltonian matrix to Hamiltonian Schur form
- A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems
- A core-chasing symplectic QR algorithm
- A structure-preserving method for the quaternion LU decomposition in quaternionic quantum theory
- An inverse-free ADI algorithm for computing Lagrangian invariant subspaces.
- A structure-preserving method for positive realness problem in control
- Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
- A new block method for computing the Hamiltonian Schur form
- A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
- An extended Hamiltonian QR algorithm
- Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations
- Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations
- A robust numerical method for the \(\gamma\)-iteration in \(H_{\infty}\) control
- Principal pivot transforms of quasidefinite matrices and semidefinite Lagrangian subspaces
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