Invariant Lagrangian subspaces
نویسندگان
چکیده
منابع مشابه
An inverse-free ADI algorithm for computing Lagrangian invariant subspaces
The numerical computation of Lagrangian invariant subspaces of large scale Hamiltonian matrices is discussed in the context of the solution of Lyapunov and Riccati equations. A new version of the low-rank alternating direction implicit method is introduced, which in order to avoid numerical difficulties with solutions that are of very large norm, uses an inverse-free representation of the subsp...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1988
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1988-0954992-7