A Newton-squaring algorithm for computing the negative invariant subspace of a matrix

By combining Newton's method for the matrix sign function with a squaring procedure, a basis for the negative invariant subspace of a matrix can be computed efficiently. The algorithm presented is a variant of multiplication-rich schemes for computing the matrix sign function, such as the well-...

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Veröffentlicht in:IEEE transactions on automatic control 1993-08, Vol.38 (8), p.1284-1289
Hauptverfasser: Kenney, C.S., Laub, A.J., Papadopoulos, P.M.
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container_title IEEE transactions on automatic control
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creator Kenney, C.S.
Laub, A.J.
Papadopoulos, P.M.
description By combining Newton's method for the matrix sign function with a squaring procedure, a basis for the negative invariant subspace of a matrix can be computed efficiently. The algorithm presented is a variant of multiplication-rich schemes for computing the matrix sign function, such as the well-known inversion-free Schulz method, which requires two matrix multiplications per step. However, by avoiding a complete computation of the matrix sign and instead concentrating only on the negative invariant subspace, the final Newton steps can be replaced by steps which require only one matrix squaring each. This efficiency is attained without sacrificing the quadratic convergence of Newton's method.< >
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subjects Applied sciences
Automatic control
Computer science
control theory
systems
Control systems
Control theory. Systems
Eigenvalues and eigenfunctions
Exact sciences and technology
Feedback
MATLAB
Optimal control
Regulators
Riccati equations
Software algorithms
System theory
Weight control
title A Newton-squaring algorithm for computing the negative invariant subspace of a matrix
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