A new method for computing the stable invariant subspace of a real Hamiltonian matrix
نویسندگان
چکیده
A new backward stable, structure preserving method of complexity O(n) 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.
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