Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils
Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils
We discuss the numerical solution of structured generalized eigenvalue problems that arise from linear-quadratic optimal control problems, $H_{\infty}$ 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 …