Numerische Simulation Auf Massiv Parallelen Rechnern Preprint-reihe Des Chemnitzer Sfb 393 Lagrangian Invariant Subspaces of Hamiltonian Matrices

The existence and uniqueness of Lagrangian invariant subspaces of Hamiltonian matrices is studied. Necessary and suucient conditions are given in terms of the Jor-dan structure and certain sign characteristics that give uniqueness of these subspaces even in the presence of purely imaginary eigenvalues. These results are applied to obtain in special cases existence and uniqueness results for Hermitian solutions of continuous time algebraic Riccati equations.