The palindromic generalized eigenvalue problem A^*x= Ax: Numerical solution and applications

DOI10.1016/J.LAA.2009.12.020MaRDI QIDQ2431146zbMATH OpenOpenAlexFDO

Authors Tiexiang Li, Chun-Yueh Chiang, Eric King-wah Chu, Wen-Wei Lin

Publication date 11 April 2011

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2009.12.020

zbMATH Keywords

convergencedoubling algorithmoptimal controlPalindromic generalized eigenvalue problemsingular descriptor systemvibration analysis

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Modal analysis in linear vibration theory (70J10)

Review text

The paper is concerned with the palindromic generalized eigenvalue problem \(A^* x = \lambda A x\). The authors propose for its solution the palindromic doubling algorithm and establish a complete convergence theory related to several cases for the unimodular eigenvalues. Applications from the vibration analysis, as well as optimal control for singular descriptor linear systems are also presented.

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Cites work

• Analysis and modificaton of Newton’s method for algebraic Riccati equations
• Numerical methods for palindromic eigenvalue problems: Computing the anti-triangular Schur form
• Structure-Preserving Algorithms for Palindromic Quadratic Eigenvalue Problems Arising from Vibration of Fast Trains
• Structured Polynomial Eigenvalue Problems: Good Vibrations from Good Linearizations
• The computation of Kronecker's canonical form of a singular pencil
• Transformations between discrete-time and continuous-time algebraic Riccati equations
• Vector Spaces of Linearizations for Matrix Polynomials

Cited in

(13)

• A note on Sylvester-type equations
• Structure-preserving Arnoldi-type algorithm for solving eigenvalue problems in leaky surface wave propagation
• Pole-swapping algorithms for alternating and palindromic eigenvalue problems
• On a class of inverse palindromic eigenvalue problem
• Numerical methods for palindromic eigenvalue problems: Computing the anti-triangular Schur form
• A new look at the doubling algorithm for a structured palindromic quadratic eigenvalue problem.
• Structured backward error analysis of linearized structured polynomial eigenvalue problems
• An iterative method for solving the stable subspace of a matrix pencil and its application
• A note on unimodular eigenvalues for palindromic eigenvalue problems
• Doubling algorithm for the discretized Bethe-Salpeter eigenvalue problem
• Palindromic and even eigenvalue problems -- analysis and numerical methods.
• A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
• Deflating subspaces of T -palindromic pencils and algebraic T -Riccati equations

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