A new block method for computing the Hamiltonian Schur form

DOI10.1016/J.LAA.2009.01.026MaRDI QIDQ1025856zbMATH OpenOpenAlexFDO

Authors Volker Mehrmann, C. Schröder, David S. Watkins

Publication date 23 June 2009

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2009.01.026

zbMATH Keywords

eigenvalue clusterlinear-quadratic controlsymplectic matrixHamiltonian matrix\(H_\infty \) controlHamiltonian real Schur form

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Canonical forms, reductions, classification (15A21)

Recommendations

• A numerical method for computing the Hamiltonian Schur form
• A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils
• On the reduction of a Hamiltonian matrix to Hamiltonian Schur form
• scientific article; zbMATH DE number 854624
• Publication:4504268

Cites work

• scientific article; zbMATH DE number 4131067 (Why is no real title available?)
• scientific article; zbMATH DE number 432500 (Why is no real title available?)
• scientific article; zbMATH DE number 3711820 (Why is no real title available?)
• scientific article; zbMATH DE number 482784 (Why is no real title available?)
• scientific article; zbMATH DE number 1154412 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A Schur decomposition for Hamiltonian matrices
• A Schur method for solving algebraic Riccati equations
• A numerical method for computing the Hamiltonian Schur form
• A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils
• A robust numerical method for the \(\gamma\)-iteration in \(H_{\infty}\) control
• Algorithm 854
• An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix
• An algorithm for numerical determination of the structure of a general matrix
• Canonical forms for Hamiltonian and symplectic matrices and pencils
• Existence, uniqueness, and parametrization of Lagrangian invariant subspaces
• Matrix Riccati equations in control and systems theory
• Matrix factorizations for symplectic QR-like methods
• Numerical methods for general and structured eigenvalue problems.
• On the reduction of a Hamiltonian matrix to Hamiltonian Schur form
• Passivity Enforcement via Perturbation of Hamiltonian Matrices
• Perturbation of purely imaginary eigenvalues of Hamiltonian matrices under structured perturbations
• The Matrix Eigenvalue Problem
• The autonomous linear quadratic control problem. Theory and numerical solution

Cited in

(9)

• Blocked algorithms and software for reduction of a regular matrix pair to generalized Schur form
• Block algorithms for reordering standard and generalized Schur forms
• Numerical Linear Algebra Methods for Linear Differential-Algebraic Equations
• A numerical method for computing the Hamiltonian Schur form
• On the reduction of a Hamiltonian matrix to Hamiltonian Schur form
• A note on the numerical solution of complex Hamiltonian and skew-Hamiltonian eigenvalue problems
• An inverse-free ADI algorithm for computing Lagrangian invariant subspaces.
• A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
• An extended Hamiltonian QR algorithm

Describes a project that uses

Uses Software

• Algorithm 854

This page was built for publication: A new block method for computing the Hamiltonian Schur form

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1025856)