A Hamiltonian-Jacobi algorithm

The nonsymmetric Jacobi iteration is adapted to the special structure of Hamiltonian matrices. This Hamiltonian-Jacobi algorithm uses symplectic-unitary similarity transformations to solve algebraic Riccati equations through the Hamiltonian-Schur form. It preserves Hamiltonian structure without using a condensed form. Although it converges too slowly for use on conventional serial computers, it may be attractive for some highly parallel architectures.<
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