Computation of Stable Invariant Subspaces of Hamiltonian Matrices

Authors:
R. V. Patel;Z. Lin;P. Misra
Affiliations:
-;-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
1994

Citing 0
Cited 3

Algorithm 800: Fortran 77 subroutines for computing the eigenvalues of Hamiltonian matrices. I: the square-reduced method

ACM Transactions on Mathematical Software (TOMS)
On the computation of few eigenvalues of positive definite Hamiltonian matrices

Future Generation Computer Systems
On the computation of few eigenvalues of positive definite Hamiltonian matrices

Future Generation Computer Systems

Quantified Score

Hi-index	0.00

Visualization

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.