A new method for computing the stable invariant subspace of a real Hamiltonian matrix

[摘要] 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)(H)(0)] and makes use of the symplectic URV-like decomposition that was recently introduced by the authors.

[发布日期] 1997-11-28

[关键词] eigenvalue problem;Hamiltonian matrix;algebraic Riccati equation;sign function;invariant subspace