Computation of Stable Invariant Subspaces of Hamiltonian Matrices

R. V. Patel; Z. Lin; Pradeep Misra

doi:10.1137/S0895479889171352

Computation of Stable Invariant Subspaces of Hamiltonian Matrices

R. V. Patel, Z. Lin, Pradeep Misra

Electrical Engineering

Research output: Contribution to journal › Article › peer-review

Abstract

This paper addresses some numerical issues that arise in computing a basis for the stable invariant subspace of a Hamiltonian matrix. Such a basis is required in solving the algebraic Riccati equation using the well-known method due to Laub. Two algorithms based on certain properties of Hamiltonian matrices are proposed as viable alternatives to the conventional approach.

Original language	American English
Journal	SIAM Journal on Matrix Analysis and Applications
Volume	15
DOIs	https://doi.org/10.1137/S0895479889171352
State	Published - Jan 1 1994

Keywords

HAMILTONIAN MATRICES; EIGENVALUES; INVARIANT SUBSPACES; ALGEBRAIC RICCATI EQUATION

Disciplines

Electrical and Computer Engineering
Engineering

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abstract = " This paper addresses some numerical issues that arise in computing a basis for the stable invariant subspace of a Hamiltonian matrix. Such a basis is required in solving the algebraic Riccati equation using the well-known method due to Laub. Two algorithms based on certain properties of Hamiltonian matrices are proposed as viable alternatives to the conventional approach.",

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N2 - This paper addresses some numerical issues that arise in computing a basis for the stable invariant subspace of a Hamiltonian matrix. Such a basis is required in solving the algebraic Riccati equation using the well-known method due to Laub. Two algorithms based on certain properties of Hamiltonian matrices are proposed as viable alternatives to the conventional approach.

AB - This paper addresses some numerical issues that arise in computing a basis for the stable invariant subspace of a Hamiltonian matrix. Such a basis is required in solving the algebraic Riccati equation using the well-known method due to Laub. Two algorithms based on certain properties of Hamiltonian matrices are proposed as viable alternatives to the conventional approach.

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M3 - Article

VL - 15

JO - SIAM Journal on Matrix Analysis and Applications

JF - SIAM Journal on Matrix Analysis and Applications

ER -

Computation of Stable Invariant Subspaces of Hamiltonian Matrices

Abstract

Keywords

Disciplines

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