A HAMILTONIAN-JACOBI ALGORITHM

被引：15
作者：
BYERS, R
机构：
[1] Department of Mathematics, University of Kansas., Lawrence
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1990年 / 35卷 / 05期
关键词：
D O I：
10.1109/9.53524
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This note adapts the nonsymmetric Jacobi iteration to the special structure of Hamiltonian matrices. This Hamiltonian-Jacobi algorithm uses symplectic-unitary similarity transformations to solve algebraic Riccati equations through the Hamiltonian-Schur form. It preserves Hamiltonian structure without using a condensed form. Although it converges too slowly for use on conventional serial computers, it may be attractive for some highly parallel architectures. © 1990 IEEE
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页码：566 / 570
页数：5
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