On Computing Stable Lagrangian Subspaces of Hamiltonian Matrices and Symplectic Pencils

DOI10.1137/S0895479894272712zbMath0876.47005OpenAlexW2066539772MaRDI QIDQ4339124

Wen-Wei Lin, Chern-Shuh Wang

Publication date: 5 June 1997

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479894272712

zbMATH Keywords

Hamiltonian matrixfiltering theoryorthogonal transformationsunimodular eigenvalueJordan basissymplectic pencildiscrete-time \(H^ \infty\)-optimal controlisotropic Jordan subbasislinear-quadratic control isotropic Jordan subbasispurely imaginary and unimodular eigenvaluesstable Lagrangian invariant subspaces

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18) Invariant subspaces of linear operators (47A15) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Existence theories for problems in abstract spaces (49J27) Canonical forms, reductions, classification (15A21) Matrix pencils (15A22)

Related Items (5)

An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix ⋮ On the Schur complement form of the Dirichlet-to-Neumann operator ⋮ A structure-preserving method for positive realness problem in control ⋮ Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations ⋮ Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati

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