On the computation of the distance to quadratic matrix polynomials that are singular at some points on the unit circle
Electronic transactions on numerical analysis, Tome 42 (2014), pp. 165-176
For a quadratic matrix polynomial, the distance to the set of quadratic matrix polynomials which have singularities on the unit circle is computed using a bisection-based algorithm. The success of the algorithm depends on the eigenvalue method used within the bisection to detect the eigenvalues near the unit circle. To this end, the QZ algorithm along with the Laub trick is employed to compute the anti-triangular Schur form of a matrix resulting from a palindromic reduction of the quadratic matrix polynomial. It is shown that despite rounding errors, the Laub trick followed, if necessary, by a simple refinement procedure makes the results reliable for the intended purpose. Several numerical illustrations are reported.
Classification :
15A22, 65F35
Keywords: distance to instability, quadratic matrix polynomial, palindromic pencil, QZ algorithm, laub trick
Keywords: distance to instability, quadratic matrix polynomial, palindromic pencil, QZ algorithm, laub trick
@article{ETNA_2014__42__a1,
author = {Malyshev, Alexander and Sadkane, Miloud},
title = {On the computation of the distance to quadratic matrix polynomials that are singular at some points on the unit circle},
journal = {Electronic transactions on numerical analysis},
pages = {165--176},
year = {2014},
volume = {42},
zbl = {1312.65073},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_2014__42__a1/}
}
TY - JOUR AU - Malyshev, Alexander AU - Sadkane, Miloud TI - On the computation of the distance to quadratic matrix polynomials that are singular at some points on the unit circle JO - Electronic transactions on numerical analysis PY - 2014 SP - 165 EP - 176 VL - 42 UR - http://geodesic.mathdoc.fr/item/ETNA_2014__42__a1/ LA - en ID - ETNA_2014__42__a1 ER -
%0 Journal Article %A Malyshev, Alexander %A Sadkane, Miloud %T On the computation of the distance to quadratic matrix polynomials that are singular at some points on the unit circle %J Electronic transactions on numerical analysis %D 2014 %P 165-176 %V 42 %U http://geodesic.mathdoc.fr/item/ETNA_2014__42__a1/ %G en %F ETNA_2014__42__a1
Malyshev, Alexander; Sadkane, Miloud. On the computation of the distance to quadratic matrix polynomials that are singular at some points on the unit circle. Electronic transactions on numerical analysis, Tome 42 (2014), pp. 165-176. http://geodesic.mathdoc.fr/item/ETNA_2014__42__a1/