A new method for computing the stable invariant subspace of a real Hamiltonian matrix

DOI10.1016/S0377-0427(97)00146-5zbMath1005.65034MaRDI QIDQ1378991

Volker Mehrmann, Peter Benner, Hong-guo Xu

Publication date: 23 July 1998

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

algebraic Riccati equation; eigenvalue problem; error analysis; Hamiltonian matrix; QR algorithm; Lagrangian invariant subspace; symplectic URV decomposition; backward stable algorithm; Hamiltonian Schur form

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

15A24: Matrix equations and identities

15B57: Hermitian, skew-Hermitian, and related matrices

Related Items

Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems, An SVD-like matrix decomposition and its applications, Numerical methods in control, Canonical forms for Hamiltonian and symplectic matrices and pencils

Uses Software

• LAPACK
• Matlab
• LMI toolbox
• Control System Toolbox
• Robust Control Toolbox
• RICPAC

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