A Schur method for the solution of the matrix Riccati equation.
Razzaghi, Mohsen (1997)
International Journal of Mathematics and Mathematical Sciences
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Razzaghi, Mohsen (1997)
International Journal of Mathematics and Mathematical Sciences
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Ondřej Došlý (1991)
Mathematica Slovaca
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Werner Kratz, Roman Šimon Hilscher (2012)
ESAIM: Control, Optimisation and Calculus of Variations
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In this paper we consider linear Hamiltonian differential systems without the controllability (or normality) assumption. We prove the Rayleigh principle for these systems with Dirichlet boundary conditions, which provides a variational characterization of the finite eigenvalues of the associated self-adjoint eigenvalue problem. This result generalizes the traditional Rayleigh principle to possibly abnormal linear Hamiltonian systems....