作者: Alan Laub
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摘要: Schur-type techniques for the solution of various types Riccati equations by means associated generalized eigenvalue/eigenvector problems are discussed. In case symmetric aspects an Hamiltonian or symplectic structure considered. The same methodology carries through to nonsymmetric and is illustrated application invariant imbedding methods solving two-point boundary value problems. Implicit differential equation shown give rise "generalized" in both case.