COMPUTATION OF STABLE INVARIANT SUBSPACES OF HAMILTONIAN MATRICES

被引：10

作者：

PATEL, RV ^{[1
]}

LIN, Z ^{[1
]}

MISRA, P ^{[1
]}

机构：

[1] WRIGHT STATE UNIV,DEPT ELECT ENGN,DAYTON,OH 45435

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1994年 / 15卷 / 01期

关键词：

HAMILTONIAN MATRICES; EIGENVALUES; INVARIANT SUBSPACES; ALGEBRAIC RICCATI EQUATION;

D O I：

10.1137/S0895479889171352

中图分类号：

O29 [应用数学];

学科分类号：

070104 [应用数学];

摘要：

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.

引用

页码：284 / 298

页数：15

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[2]

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