Computation of Stable Invariant Subspaces of Hamiltonian Matrices

Authors

R. V. Patel, Concordia University - Montreal
Z. Lin, Concordia University - Montreal
Pradeep Misra, Wright State University - Main CampusFollow

Document Type

Article

Publication Date

1-1994

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.

Comments

Copyright © 1994, Society for Industrial and Applied Mathematics.

Repository Citation

Patel, R. V., Lin, Z., & Misra, P. (1994). Computation of Stable Invariant Subspaces of Hamiltonian Matrices. SIAM Journal on Matrix Analysis and Applications, 15 (1), 284-298.
https://corescholar.libraries.wright.edu/ee/1

DOI

10.1137/S0895479889171352