Rank-1 Matrix Differential Equations for Structured Eigenvalue Optimization.

DOI10.1137/22M1498735zbMath1520.65044arXiv2206.09338OpenAlexW4383955896MaRDI QIDQ6171373

Nicola Guglielmi, Unnamed Author, Christian Lubich

Publication date: 18 July 2023

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.09338

zbMATH Keywords

gradient systempseudospectral radiusstructured pseudospectrumpseudospectral abscissalow-rank dynamicsrank-1 perturbationsstructured matrix nearness problems

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (1)

Stabilization of a matrix via a low-rank-adaptive ODE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A formula for computation of the real stability radius
• Optimization and dynamical systems
• Low rank differential equations for Hamiltonian matrix nearness problems
• Dynamical systems that sort lists, diagonalize matrices, and solve linear programming problems
• A Krylov--Schur Algorithm for Large Eigenproblems
• On the Method by Rostami for Computing the Real Stability Radius of Large and Sparse Matrices
• Subspace Methods for Computing the Pseudospectral Abscissa and the Stability Radius
• Manopt, a Matlab toolbox for optimization on manifolds
• Perturbation Theory for Hamiltonian Matrices and the Distance to Bounded-Realness
• Differential Equations for Roaming Pseudospectra: Paths to Extremal Points and Boundary Tracking
• Mathematical Systems Theory I
• Fast Algorithms for the Approximation of the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix
• Perturbation of purely imaginary eigenvalues of Hamiltonian matrices under structured perturbations
• Linear algebra algorithms as dynamical systems
• Derivatives and Perturbations of Eigenvectors
• Über Die Stabilitätsdefinition Für Differenzengleichungen Die Partielle Differentialgleichungen Approximieren
• Matrix Stabilization Using Differential Equations
• First-Order Perturbation Theory for Eigenvalues and Eigenvectors
• Model reduction techniques for linear constant coefficient port-Hamiltonian differential-algebraic systems
• The Power of Convex Relaxation: Near-Optimal Matrix Completion
• Low-Rank Dynamics for Computing Extremal Points of Real Pseudospectra
• Dynamical Low‐Rank Approximation

This page was built for publication: Rank-1 Matrix Differential Equations for Structured Eigenvalue Optimization.