Abstract

Some numerical issues in computing a basis for the stable deflating subspace of a symplectic pencil are addressed. Such a basis is required in solving the discrete-time algebraic Riccati equation using the generalized Schur vector approach. An algorithm based on certain properties of the symplectic pencil is proposed as a viable alternative to the conventional approach. The algorithm is based on a recent method for computing the eigenvalues of a symplectic pencil and uses only orthogonal transformations

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