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:qucosa:17506 |
| Date | 30 October 1998 |
| Creators | Benner, P., Mehrmann, V., Xu., H. |
| Publisher | Technische Universität Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:preprint, info:eu-repo/semantics/preprint, doc-type:Text |
| Rights | info:eu-repo/semantics/openAccess |
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