A class of Hamiltonian-symplectic methods for solving the algebraic Riccati equation

DOI10.1016/0024-3795(94)90379-4zbMath0808.65049OpenAlexW2017669476MaRDI QIDQ1329957

Allen C. III Raines, David S. Watkins

Publication date: 15 August 1994

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

Full work available at URL: https://doi.org/10.1016/0024-3795(94)90379-4

zbMATH Keywords

algebraic Riccati equationeigenvaluesinvariant subspaceHamiltonian matrixsymplectic transformations

Mathematics Subject Classification ID

Related Items (2)

An extended Hessenberg form for Hamiltonian matrices ⋮ The transmission of shifts and shift blurring in the QR algorithm

Cites Work

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• On Hamiltonian and symplectic Hessenberg forms
• A Schur decomposition for Hamiltonian matrices
• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• Fast projection methods for minimal design problems in linear system theory
• A Hamiltonian $QR$ Algorithm
• A Schur method for solving algebraic Riccati equations
• Bidirectional Chasing Algorithms for the Eigenvalue Problem
• QR -like algorithms for the nonsymmetric eigenvalue problem
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation

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