Computation of Stable Invariant Subspaces of Hamiltonian Matrices
نویسندگان
چکیده
منابع مشابه
Ela Invariant Neutral Subspaces for Hamiltonian Matrices
Hamiltonian matrices with respect to a nondegenerate skewsymmetric or skewhermitian indefinite inner product in finite dimensional real, complex, or quaternion vector spaces are studied. Subspaces that are simultaneously invariant for the matrices and neutral in the indefinite inner product are of special interest. The dimension of maximal (by inclusion) such subspaces is identified in terms of...
متن کاملInvariant neutral subspaces for Hamiltonian matrices
Hamiltonian matrices with respect to a nondegenerate skewsymmetric or skewhermitian indefinite inner product in finite dimensional real, complex, or quaternion vector spaces are studied. Subspaces that are simultaneously invariant for the matrices and neutral in the indefinite inner product are of special interest. The dimension of maximal (by inclusion) such subspaces is identified in terms of...
متن کاملPerturbation Bounds for Isotropic Invariant Subspaces of Skew-Hamiltonian Matrices
Abstract. We investigate the behavior of isotropic invariant subspaces of skew-Hamiltonian matrices under structured perturbations. It is shown that finding a nearby subspace is equivalent to solving a certain quadratic matrix equation. This connection is used to derive meaningful error bounds and condition numbers that can be used to judge the quality of invariant subspaces computed by strongl...
متن کاملNumerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils
We discuss the numerical solution of structured generalized eigenvalue problems that arise from linear-quadratic optimal control problems, H∞ optimization, multibody systems, and many other areas of applied mathematics, physics, and chemistry. The classical approach for these problems requires computing invariant and deflating subspaces of matrices and matrix pencils with Hamiltonian and/or ske...
متن کاملOn Computing Stable Lagrangian Subspaces of Hamiltonian Matrices and Symplectic Pencils∗
This paper presents algorithms for computing stable Lagrangian invariant subspaces of a Hamiltonian matrix and a symplectic pencil, respectively, having purely imaginary and unimodular eigenvalues. The problems often arise in solving continuousor discrete-time H∞-optimal control, linear-quadratic control and filtering theory, etc. The main approach of our algorithms is to determine an isotropic...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 1994
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0895479889171352