On the reduction of a Hamiltonian matrix to Hamiltonian Schur form

Electronic Transactions on Numerical Analysis

Volumn 23, Issue , 2006, Pages 141-157

  Watkins, David S ^a  

^a WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Hamiltonian matrix; Real Schur form; Skew Hamiltonian matrix; Stable invariant subspace

Indexed keywords

COMPUTATIONAL METHODS; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; NUMERICAL METHODS;

HAMILTONIAN MATRIX; REAL SCHUR FORMS; SKEW HAMILTONIAN MATRIX; STABLE INVARIANT SUBSPACE;

HAMILTONIANS;

EID: 33845735470     PISSN: None     EISSN: 10689613     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (9)

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4. D. CHU, X. LIU, AND V. MEHRMANN, A numerically strongly stable method for computing the Hamiltonian Schur form, Tech. Rep. 24-2004, TU Berlin, Institut für Mathematik, 2004.
5. D. KRESSNER, Numerical Methods and Software for General and Structured Eigenvalue Problems, PhD thesis, TU Berlin, Institut für Mathematik, Berlin, Germany, 2004.
6. D. KRESSNER, Numerical Methods for General and Structured Eigenproblems, Springer, 2005.
7. A. J. LAUB, A Schur method for solving algebraic Riccati equations, IEEE Trans. Auto. Control, AC24 (1979), pp. 913-921.
8. C. C. PAIGE AND C. VANLOAN, A Schur decomposition for Hamiltonian matrices, Linear Algebra Appl., 41 (1981), pp. 11-32.
9. C. F. VAN LOAN, A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix, Linear Algebra Appl., 61 (1984), pp. 233-252.