A class of marked invariant subspaces with an application to algebraic Riccati equations

preprint2016arXivOpen access

Abstract

Invariant subspaces of a matrix AA are considered which are obtained by truncation of a Jordan basis of a generalized eigenspace of AA. We characterize those subspaces which are independent of the choice of the Jordan basis. An application to Hamilton matrices and algebraic Riccati equations is given.

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