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 ;
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
收藏
页码：284 / 298
页数：15
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