• 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