IPACS Electronic library

Matlab Tools for Solving Periodic Eigenvalue Problems

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