CONDENSED FORMS FOR SKEW-HAMILTONIAN/HAMILTONIAN PENCILS.

In this paper we consider real or complex skew-Hamiltonian/Hamiltonian pencils λS - H, i.e., pencils where S is a skew-Hamiltonian and H is a Hamiltonian matrix. These pencils occur, for example, in the theory of continuous time, linear quadratic optimal control problems. We reduce these pencils to canonical and Schur-type forms under structure-preserving transformations, i.e., J-congruence-transformations (λS-H) → -JP*J(λS-H)P, where P is nonsingular or unitary. [ABSTRACT FROM AUTHOR]