Browsing 2013 by Subject "Algebraic Riccati equations"

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    • Low rank differential equations for hamiltonian matrix nearness problems 

      [OWP-2013-01] Guglielmi, Nicola; Kreßner, Daniel; Lubich, Christian (Mathematisches Forschungsinstitut Oberwolfach, 2013-02-08)
      For a Hamiltonian matrix with purely imaginary eigenvalues, we aim to determine the nearest Hamiltonian matrix such that so me or all eigenvalues leave the imaginary axis. Conversely, for a Hamiltonian matrix with all ...