A condition for the nonsymmetric saddle point matrix being diagonalizable and having real and positive eigenvalues (Q939501)
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English | A condition for the nonsymmetric saddle point matrix being diagonalizable and having real and positive eigenvalues |
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A condition for the nonsymmetric saddle point matrix being diagonalizable and having real and positive eigenvalues (English)
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22 August 2008
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The authors consider nonsymmetric saddle point matrices of the form \(M = [A B^T; -B C ]\), where \(A\) is symmetric and positive definite, \(B\) is full rank and \(C\) is symmetric and positive semidefinite. For such systems they provide a new sufficient condition such that \(M\) is diagonalizable, with real positive eigenvalues.
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Saddle point matrix
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eigenvalue
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spectral condition number
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diagonalization
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