BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//NA-M-80-02
       ENTRY:: January 28, 1996
ORGANIZATION:: Stanford University, Department of Computer Science, Numerical
               Analysis Project
       TITLE:: A generalized eigenvalue approach for solving Riccati
               equations
        TYPE:: Manuscript
      AUTHOR:: Van Dooren, Paul M.
        DATE:: July 1980
       PAGES:: 40
    ABSTRACT:: A numerically stable algorithm is derived to compute
               orthonormal bases for any deflating subspace of a regular
               pencil $\lambda$B-A. The method is based on an update of the
               QZ-algorithm, in order to obtain any desired ordering of
               eigenvalues in the quasi-triangular forms constructed by this
               algorithm.

               As applications we discuss a new approach to solve Riccati
               equations arising in linear system theory. The computation of
               deflating subspaces with specified spectrum in shown to be of
               crucial importance here.
       NOTES:: [Adminitrivia V1/Prg/19960128]
         END:: STAN//NA-M-80-02