A symplectic QR like algorithm for the solution of the real algebraic Riccati equation

DOI10.1109/TAC.1986.1104186zbMath0616.65048MaRDI QIDQ4725621

Volker Mehrmann, Angelika Bunse-Gerstner

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

invariant subspaces numerical stability Hamiltonian matrix algebraic Riccati equations Schur method symplectic transformations QR- algorithm SR algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18)

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