On Computing Stable Lagrangian Subspaces of Hamiltonian Matrices and Symplectic Pencils

DOI10.1137/S0895479894272712zbMATH Open0876.47005OpenAlexW2066539772MaRDI QIDQ4339124FDOQ4339124

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

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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)

Cited In (9)

• On the Schur complement form of the Dirichlet-to-Neumann operator
• Perturbation analysis of Lagrangian invariant subspaces of symplectic matrices
• A structure-preserving method for positive realness problem in control
• Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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