Abstract
Orthogonal matrix techniques are gaining wide acceptance in applied areas by practitioners who appreciate the value of reliable numerical software. Quality programs that can be used to compute the QR Decomposition, the Singular Value Decomposition, and the Schur Decomposition are primarily responsible for this increased appreciation. A fourth orthogonal matrix decomposition, the Hessenberg Decomposition, has recently been put to good use in certain control theory applications. We describe some of these applications and illustrate why this decomposition can frequently replace the much more costly decomposition of Schur.
This work was partially supported by NSF Grant MCS 8004 106.
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© 1982 The Mathematical Programming Society, Inc.
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Van Loan, C. (1982). Using the Hessenberg decomposition in control theory. In: Sorensen, D.C., Wets, R.J.B. (eds) Algorithms and Theory in Filtering and Control. Mathematical Programming Studies, vol 18. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120975
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DOI: https://doi.org/10.1007/BFb0120975
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