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A class of marked invariant subspaces with an application to algebraic Riccati equations
Authors:Pudji Astuti [Author Vitae]
Affiliation:a Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung, Bandung 40132, Indonesia
b Mathematisches Institut, Universität Wuerzburg, D-97074 Wuerzburg, Germany
Abstract:Invariant subspaces of a matrix A are considered which are obtained by truncation of a Jordan basis of a generalized eigenspace of A. We characterize those subspaces which are independent of the choice of the Jordan basis. An application to Hamilton matrices and algebraic Riccati equations is given.
Keywords:Invariant subspaces   Jordan chains   Marked subspaces   Algebraic Riccati equation   Hamiltonian matrix
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