Existence, uniqueness, and parametrization of Lagrangian invariant subspaces

The existence, uniqueness, and parametrization of Lagrangian invariant subspaces for Hamiltonian matrices is studied. Necessary and sufficient conditions and a complete parametrization are given. Some necessary and sufficient conditions for the existence of Hermitian solutions of algebraic Riccati e...

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Veröffentlicht in:	SIAM journal on matrix analysis and applications 2002, Vol.23 (4), p.1045-1069
Hauptverfasser:	FREILING, Gerhard, MEHRMANN, Volker, HONGGUO XU
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Applied sciences Computer science control theory systems Control system analysis Control theory. Systems Eigenvalues Exact sciences and technology Mathematics Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Sciences and techniques of general use System theory
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Beschreibung
Zusammenfassung:	The existence, uniqueness, and parametrization of Lagrangian invariant subspaces for Hamiltonian matrices is studied. Necessary and sufficient conditions and a complete parametrization are given. Some necessary and sufficient conditions for the existence of Hermitian solutions of algebraic Riccati equations follow as simple corollaries.
ISSN:	0895-4798 1095-7162
DOI:	10.1137/S0895479800377228