Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils

  title={Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils},
  author={Peter Benner and Ralph Byers and Volker Mehrmann and Hongguo Xu},
  journal={SIAM J. Matrix Analysis Applications},
We discuss the numerical solution of structured generalized eigenvalue problems that arise from linear-quadratic optimal control problems, H∞ optimization, multibody systems, and many other areas of applied mathematics, physics, and chemistry. The classical approach for these problems requires computing invariant and deflating subspaces of matrices and matrix pencils with Hamiltonian and/or skew-Hamiltonian structure. We extend the recently developed methods for Hamiltonian matrices to the… CONTINUE READING
Highly Cited
This paper has 85 citations. REVIEW CITATIONS



Citations per Year

86 Citations

Semantic Scholar estimates that this publication has 86 citations based on the available data.

See our FAQ for additional information.