COMPUTATIONAL EXPERIENCE WITH STRUCTURE-PRESERVING HAMILTONIAN SOLVERS IN COMPLEX SPACES

Structure-preserving numerical techniques for computation of eigenvalues and stable deflating subspaces of complex skew-Hamiltonian/Hamiltonian matrix pencils, with applications in control systems analysis and design, are presented. The techniques use specialized algorithms to exploit the structure of such matrix pencils: the skew-Hamiltonian/Hamiltonian Schur form decomposition and the periodic QZ algorithm. The structure-preserving approach has the potential to avoid the numerical difficulties which are encountered for an unstructured solution, implemented by the currently available software tools.

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