Solution of the matrix eigenvalue problem VA+A^*V= V with applications to the study of free linear dynamical systems

DOI10.1016/J.CAM.2007.01.001MaRDI QIDQ2469617zbMATH OpenOpenAlexFDO

Authors Ludwig Kohaupt

Publication date 6 February 2008

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2007.01.001

zbMATH Keywords

algebraic Lyapunov equation, linear dynamical system, decoupling and filter effect of weighted semi-normsdifferential calculus of normsmatrix eigenvalue problemnumerical examplesstabilitytwo sided bound depending on the initial conditions

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Linear ordinary differential equations and systems (34A30) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

The author studies the solution of the matrix eigenvalue problem \(WA+BW=\lambda W\) for general square matrices \(B\) and \(A\). The eigenvalues \(\lambda\) are given by \(\lambda= \beta + \alpha\), where \(\beta\) are the eigenvalues of \(B\) and \(\alpha\) are the eigenvalues of \(A\). Then the special case \(B = A^*\) is considered in the form \(VA+A^*V=\mu V\) with application to the study of free linear dynamical systems. Computational tests results for a multi-mass vibration chain are given to justify the theoretical results discussed.

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Cited in

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• Trigonometric spline and spectral bounds for the solution of linear time-periodic systems
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