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

@article{Benner2002NumericalCO,
  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},
  year={2002},
  volume={24},
  pages={165-190}
}
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
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