A new method for computing the stable invariant subspace of a real Hamiltonian matrix

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:86

Article

Benner, P ; Mehrmann, V ; Xu, HG

关键词: eigenvalue problem;    Hamiltonian matrix;    algebraic Riccati equation;    sign function;    invariant subspace;   

DOI  :  10.1016/S0377-0427(97)00146-5

来源: Elsevier

【 摘 要 】

A new backward stable, structure preserving method of complexity O(n(3)) is presented for computing the stable invariant subspace of a real Hamiltonian matrix and the stabilizing solution of the continuous-time algebraic Riccati equation. The new method is based on the relationship between the invariant subspaces of the Hamiltonian matrix H and the extended matrix [(0)(H)(H)(0)] and makes use of the symplectic URV-like decomposition that was recently introduced by the authors.

【 授权许可】

Free