Computing stable eigendecompositions of matrix pencils (Q1092607): Difference between revisions

This paper extends the discussion of the first author [ibid. 79, 163-193 (1986; reviewed above)] to \(m\times n\) matrix pencils A-\(\lambda\) B. The eigendecompositions are now \(A-\lambda B=P(S-\lambda T)Q^{-1}\) with nonsingular matrices P and Q where S-\(\lambda\) T is the Kronecker canonical form primarily. Stable decompositions are defined analogously to the previous case. The main results are concerned with the stability of the decompositions mentioned. The investigations turn out to be rather involved because one has to distinguish between regular and nonregular matrix pencils. Finally, applications to system theory and numerical examples are given.