A new block method for computing the Hamiltonian Schur form

DOI10.1016/j.laa.2009.01.026zbMath1168.65337OpenAlexW2078847883MaRDI QIDQ1025856

Volker Mehrmann, Christian Schröder, David S. Watkins

Publication date: 23 June 2009

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2009.01.026

zbMATH Keywords

Hamiltonian matrixlinear-quadratic controlsymplectic matrixeigenvalue cluster\(H_\infty \) controlHamiltonian real Schur form

Mathematics Subject Classification ID

Related Items (4)

An extended Hamiltonian QR algorithm ⋮ A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems ⋮ An inverse‐free ADI algorithm for computing Lagrangian invariant subspaces ⋮ Numerical Linear Algebra Methods for Linear Differential-Algebraic Equations

Uses Software

• Algorithm 854

Cites Work

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• Matrix Riccati equations in control and systems theory
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• Canonical forms for Hamiltonian and symplectic matrices and pencils
• Numerical methods for general and structured eigenvalue problems.
• Existence, Uniqueness, and Parametrization of Lagrangian Invariant Subspaces
• Perturbation of purely imaginary eigenvalues of Hamiltonian matrices under structured perturbations
• Algorithm 854
• A Schur method for solving algebraic Riccati equations
• An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix
• Passivity Enforcement via Perturbation of Hamiltonian Matrices
• The Matrix Eigenvalue Problem
• An algorithm for numerical determination of the structure of a general matrix

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