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Existence, uniqueness, and parametrization of Lagrangian invariant subspaces

Freiling, Gerhard
; 
Mehrmann, Volker
; 
Xu, Hongguo
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Abstract
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.
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Date
2002-05-10
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SIAM PUBLICATIONS
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Mathematics Scholarly Works
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Keywords
Eigenvalue problem, Hamiltonian matrix, Symplectic matrix, Lagrangian invariant subspace, Algebraic riccati equation
Citation
Freiling, G; Mehrmann, V; Xu, HG. Existence, uniqueness, and parametrization of Lagrangian invariant subspaces. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS. May 10 2002. 23(4):1045-1069
URI
https://hdl.handle.net/1808/396
DOI
10.1137/S0895479800377228
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