DocumentCode
938418
Title
A Newton-squaring algorithm for computing the negative invariant subspace of a matrix
Author
Kenney, C.S. ; Laub, A. ; Papadopoulos, P.M.
Author_Institution
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
Volume
38
Issue
8
fYear
1993
fDate
8/1/1993 12:00:00 AM
Firstpage
1284
Lastpage
1289
Abstract
By combining Newton´s method for the matrix sign function with a squaring procedure, a basis for the negative invariant subspace of a matrix can be computed efficiently. The algorithm presented is a variant of multiplication-rich schemes for computing the matrix sign function, such as the well-known inversion-free Schulz method, which requires two matrix multiplications per step. However, by avoiding a complete computation of the matrix sign and instead concentrating only on the negative invariant subspace, the final Newton steps can be replaced by steps which require only one matrix squaring each. This efficiency is attained without sacrificing the quadratic convergence of Newton´s method
Keywords
iterative methods; matrix algebra; Newton-squaring algorithm; iterative methods; multiplication-rich schemes; negative invariant subspace; sign function; Automatic control; Control systems; Eigenvalues and eigenfunctions; Feedback; MATLAB; Optimal control; Regulators; Riccati equations; Software algorithms; Weight control;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.233171
Filename
233171
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