A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
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Publication:4725621
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
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
93C05: Linear systems in control theory
15A24: Matrix equations and identities
15A18: Eigenvalues, singular values, and eigenvectors
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