A new method for computing the stable invariant subspace of a real Hamiltonian matrix or Breaking Van Loans curse?

A new backward stable, structure preserving method of complexity O(n^3) 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 invar...

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Bibliographic Details
Main Authors: Benner, P., Mehrmann, V., Xu., H.
Language:English
Published: Technische Universität Chemnitz 1998
Subjects:
Online Access:http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801309
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