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
相关论文
共 50 条
  • [41] On skew-Hamiltonian matrices and their Krylov-Lagrangian subspaces
    Saltenberger, Philip
    Senn, Michel-Niklas
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2021, 611 (611) : 66 - 81
  • [42] On the index of conditional stability of stable invariant Lagrangian subspaces
    Ran, Andre C. M.
    Rodman, Leiba
    [J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2007, 29 (04) : 1181 - 1190
  • [43] Algorithms for computating principal and minor invariant subspaces of large matrices
    Hasan, MA
    [J]. PROCEEDINGS OF THE 2003 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS, VOL V: BIO-MEDICAL CIRCUITS & SYSTEMS, VLSI SYSTEMS & APPLICATIONS, NEURAL NETWORKS & SYSTEMS, 2003, : 669 - 672
  • [44] Subscalarity, Invariant, and Hyperinvariant Subspaces for Upper Triangular Operator Matrices
    Salah Mecheri
    [J]. Bulletin of the Malaysian Mathematical Sciences Society, 2018, 41 : 1085 - 1104
  • [45] Fast parallelizable methods for computing invariant subspaces of Hermitian matrices
    Zhang, Zhenyue
    Zha, Hongyuan
    Ying, Wenlong
    [J]. JOURNAL OF COMPUTATIONAL MATHEMATICS, 2007, 25 (05) : 583 - 594
  • [46] Rational Procedures in the Problem of Common Invariant Subspaces of Two Matrices
    Yu. A. Al'pin
    Kh. D. Ikramov
    [J]. Journal of Mathematical Sciences, 2003, 114 (6) : 1757 - 1764
  • [47] Simple forms and invariant subspaces of H-expansive matrices
    Fourie, J. H.
    Groenewald, G. J.
    van Rensburg, D. B. Janse
    Ran, A. C. M.
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2015, 470 : 300 - 340
  • [48] Hyponormal matrices and semidefinite invariant subspaces in indefinite inner products
    Mehl, C
    Ran, ACM
    Rodman, L
    [J]. ELECTRONIC JOURNAL OF LINEAR ALGEBRA, 2004, 11 : 192 - 204
  • [49] NONSINGULAR FACTORS OF POLYNOMIAL-MATRICES AND (A,B)-INVARIANT SUBSPACES
    EMRE, E
    [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1980, 18 (03) : 288 - 296
  • [50] Stability of Invariant Subspaces of Real Tri-diagonal Matrices
    Xu, Guanghui
    Xu, Changqqing
    [J]. ADVANCES IN MATRIX THEORY AND ITS APPLICATIONS, VOL II: PROCEEDINGS OF THE EIGHTH INTERNATIONAL CONFERENCE ON MATRIX THEORY AND ITS APPLICATIONS, 2008, : 371 - 374
12345