Matlab tools for solving periodic eigenvalue problems

摘要: Abstract Software for computing eigenvalues and invariant subspaces of general matrix products is proposed. The implemented algorithms are based on orthogonal transformations the original data thus attain numerical backward stability, which enables good accuracy even small eigenvalues. prospective toolbox combines efficiency robustness library-style Fortran subroutines state-of-the-art with convenience Matlab interfaces. It will be demonstrated that this can used to address a number tasks in systems control theory, such as solution periodic discrete-time algebraic Riccati equations.