Structured eigenvalue/eigenvector backward errors of matrix pencils arising in optimal control

MaRDI QIDQ4615400zbMATH OpenFDO

Authors Christian Mehl, Volker Mehrmann, Punit Sharma

Publication date 28 January 2019

Full work available at URL https://arxiv.org/abs/1712.08192

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zbMATH Keywords

\(H_{\infty}\) controllinear quadratic optimal controlstructured matrix pencildissipative Hamiltonian systemeigenvalue backward erroreigenvector backward error

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Canonical forms, reductions, classification (15A21) Linear-quadratic optimal control problems (49N10) Robust stability (93D09) Asymptotic stability in control theory (93D20) Matrix pencils (15A22) Variational methods for eigenvalues of operators (49R05)

Abstract: Eigenvalue and eigenpair backward errors are computed for matrix pencils arising in optimal control. In particular, formulas for backward errors are developed that are obtained under block-structure-preserving and symmetry-structure-preserving perturbations. It is shown that these eigenvalue and eigenpair backward errors are sometimes significantly larger than the corresponding backward errors that are obtained under perturbations that ignore the special structure of the pencil.

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Cited in

(8)

• Structured eigenvalue backward errors of matrix pencils and polynomials with Hermitian and related structures
• Perturbation analysis on matrix pencils for two specified eigenpairs of a semisimple eigenvalue with multiplicity two
• Palindromic linearizations of palindromic matrix polynomials of odd degree obtained from Fiedler-like pencils
• Backward error analysis for eigenproblems involving conjugate symplectic matrices
• Eigenvalue characterization of some structured matrix pencils under linear perturbation
• Structured backward errors for eigenvalues of linear port-Hamiltonian descriptor systems
• Linear Perturbation Theory for Structured Matrix Pencils Arising in Control Theory
• On non-Hermitian positive (semi)definite linear algebraic systems arising from dissipative Hamiltonian DAEs

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