Structure preserving deflation of infinite eigenvalues in structured pencils
Electronic transactions on numerical analysis, Tome 44 (2015), pp. 1-24
The long standing problem is discussed of how to deflate the part associated with the eigenvalue infinity in a structured matrix pencil using structure preserving unitary transformations. We derive such a deflation procedure and apply this new technique to symmetric, Hermitian or alternating pencils and in a modified form to (anti)-palindromic pencils. We present a detailed error and perturbation analysis of this and other deflation procedures and demonstrate the properties of the new algorithm with several numerical examples.
Classification :
65F15, 15A21, 93B40
Keywords: structured staircase form, structured Kronecker canonical form, symmetric pencil, Hermitian pencil, alternating pencil, palindromic pencil, linear quadratic control, $H_\infty$ control
Keywords: structured staircase form, structured Kronecker canonical form, symmetric pencil, Hermitian pencil, alternating pencil, palindromic pencil, linear quadratic control, $H_\infty$ control
@article{ETNA_2015__44__a29,
author = {Mehrmann, Volker and Xu, Hongguo},
title = {Structure preserving deflation of infinite eigenvalues in structured pencils},
journal = {Electronic transactions on numerical analysis},
pages = {1--24},
year = {2015},
volume = {44},
zbl = {1312.65055},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_2015__44__a29/}
}
TY - JOUR AU - Mehrmann, Volker AU - Xu, Hongguo TI - Structure preserving deflation of infinite eigenvalues in structured pencils JO - Electronic transactions on numerical analysis PY - 2015 SP - 1 EP - 24 VL - 44 UR - http://geodesic.mathdoc.fr/item/ETNA_2015__44__a29/ LA - en ID - ETNA_2015__44__a29 ER -
Mehrmann, Volker; Xu, Hongguo. Structure preserving deflation of infinite eigenvalues in structured pencils. Electronic transactions on numerical analysis, Tome 44 (2015), pp. 1-24. http://geodesic.mathdoc.fr/item/ETNA_2015__44__a29/