On Computing Stable Lagrangian Subspaces of Hamiltonian Matrices and Symplectic Pencils

DOI10.1137/S0895479894272712MaRDI QIDQ4339124zbMATH OpenOpenAlexFDO

Authors Wen-Wei Lin, Chern-Shuh Wang

Publication date 5 June 1997

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479894272712

zbMATH Keywords

filtering theoryorthogonal transformationsHamiltonian matrixunimodular eigenvalueJordan basissymplectic pencildiscrete-time \(H^ \infty\)-optimal controlisotropic Jordan subbasislinear-quadratic control isotropic Jordan subbasispurely imaginary and unimodular eigenvaluesstable Lagrangian invariant subspaces

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Canonical forms, reductions, classification (15A21) Invariant subspaces of linear operators (47A15) Matrix pencils (15A22) Matrix equations and identities (15A24) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Existence theories for problems in abstract spaces (49J27)

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Cited in

(11)

• On the Schur complement form of the Dirichlet-to-Neumann operator
• On skew-Hamiltonian matrices and their Krylov-Lagrangian subspaces
• A structure-preserving method for positive realness problem in control
• Perturbation analysis of Lagrangian invariant subspaces of symplectic matrices
• Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
• scientific article; zbMATH DE number 663801 (Why is no real title available?)
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• Principal pivot transforms of quasidefinite matrices and semidefinite Lagrangian subspaces
• Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati
• An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix
• Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils

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