Author(s) :
Christian Mehl
The paper is published :
SIAM J. Matrix Anal. Appl., 21: 454-476, 1999
MSC 2000
- 15A21 Canonical forms, reductions, classification
-
15A22 Matrix pencils
Abstract :
In this paper we consider real or complex skew-Hamiltonian/Hamiltonian pencils tS-H, i.e., pencils where S is a
skew-Hamiltonian and H is a Hamiltonian matrix. These pencils occur for example in the theory of continuous time, linear
quadratic optimal control problems. We reduce these pencils to canonical and Schur-type forms under structure-preserving
transformations, where the transformation matrices are non-singular or unitary.
Keywords :
Schur form, Hamiltonian matrix, matrix pencil