"Computation of Stable Invariant Subspaces of Hamiltonian Matrices" by R. V. Patel

Selected Works of Pradeep Misra

Article

Computation of Stable Invariant Subspaces of Hamiltonian Matrices

SIAM Journal on Matrix Analysis and Applications

R. V. Patel, Concordia University - Montreal
Z. Lin, Concordia University - Montreal
Pradeep Misra, Wright State University - Main Campus

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Document Type

Article

Publication Date

1-1-1994

Disciplines

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.

Comments

DOI

10.1137/S0895479889171352

Citation Information

R. V. Patel, Z. Lin and Pradeep Misra. "Computation of Stable Invariant Subspaces of Hamiltonian Matrices" SIAM Journal on Matrix Analysis and Applications Vol. 15 Iss. 1 (1994) p. 284 - 298 ISSN: 0895-4798
Available at: http://works.bepress.com/pradeep_misra/1/