A new block method for computing the Hamiltonian Schur form

DOI10.1016/J.LAA.2009.01.026zbMATH Open1168.65337OpenAlexW2078847883MaRDI QIDQ1025856FDOQ1025856

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

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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)

Cites Work

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• The autonomous linear quadratic control problem. Theory and numerical solution
• Matrix Riccati equations in control and systems theory
• Numerical methods for general and structured eigenvalue problems.
• A Schur method for solving algebraic Riccati equations
• A numerical method for computing the Hamiltonian Schur form
• Matrix factorizations for symplectic QR-like methods
• 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
• Existence, uniqueness, and parametrization of Lagrangian invariant subspaces
• The Matrix Eigenvalue Problem
• Perturbation of purely imaginary eigenvalues of Hamiltonian matrices under structured perturbations
• Passivity Enforcement via Perturbation of Hamiltonian Matrices
• A robust numerical method for the \(\gamma\)-iteration in \(H_{\infty}\) control
• Canonical forms for Hamiltonian and symplectic matrices and pencils
• A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils
• Algorithm 854
• Title not available (Why is that?)
• A Schur decomposition for Hamiltonian matrices
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the reduction of a Hamiltonian matrix to Hamiltonian Schur form
• Title not available (Why is that?)

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

Uses Software

• Algorithm 854

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