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Computation Of Stable Invariant Subspaces Of Hamiltonian Matrices, R. V. Patel, Z. Lin, Pradeep Misra

Electrical Engineering Faculty Publications

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.