Computation of system zeros with balancing
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The numerical preconditioning of the zero-computation generalized eigenvalue problem (ZGEP) \(Ax = \lambda Ex\) is discussed. \textit{A. Emami- Naeini} and \textit{P. van Dooren} [(ENVD). Automatica 18, 415-430 (1982; Zbl 0484.93029)] presented an algorithm for the solution of the ZGED. But this ENVD algorithm can be sensitive to the dynamic range of system coefficients. In view of this, a preconditioning algorithm that respects the structure of the ZGEP is presented. A numerical example is given.
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Cites work
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- Balancing the Generalized Eigenvalue Problem
- Computation of zeros of linear multivariable systems
- Gershgorin Theory for the Generalized Eigenvalue Problem Ax = λBx
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- On the Automatic Scaling of Matrices for Gaussian Elimination
- Perturbation bounds for the definite generalized eigenvalue problem
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