A new backward stable, structure preserving method of complexity
O(n^3) is presented for computing the stable invariant subspace of
a real Hamiltonian matrix and the stabilizing solution of the
continuous-time algebraic Riccati equation. The new method is based
on the relationship between the invariant subspaces of the
Hamiltonian matrix H and the extended matrix /0 H\ and makes use
\H 0/
of the symplectic URV-like decomposition that was recently
introduced by the authors.
Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-199801309 |
Date | 30 October 1998 |
Creators | Benner, P., Mehrmann, V., Xu., H. |
Contributors | TU Chemnitz, SFB 393 |
Publisher | Universitätsbibliothek Chemnitz |
Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
Language | English |
Detected Language | English |
Type | doc-type:preprint |
Format | application/pdf, application/postscript, text/plain, application/zip |
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