Efficient multivariable frequency response computations

  title={Efficient multivariable frequency response computations},
  author={Alan J. Laub},
  journal={1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes},
  • Alan J. Laub
  • Published 1980 in
    1980 19th IEEE Conference on Decision and Control…
An efficient algorithm is presented for the reliable computation of frequency response matrices of the form P(j¿l-A)-1Q. Efficiency is achieved through an initial reduction of A to upper Hessenberg form H so that (j¿l-H) remains upper Hessenberg as ¿ is varied over a desired range. Linear systems with upper Hessenberg coefficient matrices can then be solved easily and accurately. 
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