Abstract: In this paper, we present an algorithm for computing a
Schur factorization of a real nonsymmetric matrix with ordered diagonal
blocks such that upper left blocks contains the largest magnitude
eigenvalues. Especially in case of multiple eigenvalues, when matrix
is non diagonalizable, we construct an invariant subspaces with few
additional tricks which are heuristic and numerical results shows the
stability and accuracy of the algorithm.
Abstract: In this paper, we propose a direct method based on the
real Schur factorization for solving the projected Sylvester equation
with relatively small size. The algebraic formula of the solution of
the projected continuous-time Sylvester equation is presented. The
computational cost of the direct method is estimated. Numerical
experiments show that this direct method has high accuracy.