Existence, Uniqueness, and Parametrization of Lagrangian Invariant Subspaces

Authors:
Gerhard Freiling;Volker Mehrmann;Hongguo Xu
Affiliations:
-;-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
2001

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Abstract

The existence, uniqueness, and parametrization of Lagrangian invariant subspaces for Hamiltonian matrices is studied. Necessary and sufficient conditions and a complete parametrization are given.Some necessary and sufficient conditions for the existence of Hermitian solutions of algebraic Riccati equations follow as simple corollaries.