Computation of Stable Invariant Subspaces of Hamiltonian Matrices
Rajni V. Patel, Zhang Yu Lin, Pradeep Kumar Mısra · SIAM Journal on Matrix Analysis and Applications · 1994
This paper addresses some numerical issues that arise in computing a basis for the stable invariant subspace of a Hamiltonian matrix. Such a basis is required in solving the algebraic Riccati equation using the well-known method due to Laub. Two algorithms based on certain properties of Hamiltonian matrices are proposed as viable alternatives to the conventional approach.