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