Title :
New Hamiltonian Eigensolvers with Applications in Control
Author :
Benner, Peter ; Kressner, Daniel
Author_Institution :
Fakultät für Mathematik, TU Chemnitz, 09107 Chemnitz, Germany. benner@mathematik.tu-chemnitz.de
Abstract :
A new MATLAB toolbox for computing eigenvalues and invariant subspaces of Hamiltonian and skew-Hamiltonian matrices is described. Based on orthogonal symplectic decompositions, the implemented algorithms are both numerically backward stable and structure-preserving. It will be demonstrated how this toolbox can be used to address a number of tasks in systems and control theory, including some model reduction methods and the computation of the H∞norm.
Keywords :
Control theory; Eigenvalues and eigenfunctions; MATLAB; Matrix decomposition; Optimal control; Reduced order systems; Software algorithms; Software libraries; Stability; Symmetric matrices;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1583213