Estimation of structured distances to singularity for matrix pencils with symmetry structures: a linear algebra-based approach

DOI10.1137/21M1423269MaRDI QIDQ5863876zbMATH OpenOpenAlexFDO

Authors Anshul Prajapati, Punit Sharma

Publication date 3 June 2022

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.13656

zbMATH Keywords

differential-algebraic systemdistance to singularitydissipative Hamiltonian systemstructured matrix pencilsstructured distance to singularitydistance to common null spaceeigenvalue backward errors

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Hermitian, skew-Hermitian, and related matrices (15B57) Matrix pencils (15A22)

Abstract: We study the structured distance to singularity for a given regular matrix pencil $A+sE$, where $(A,E)inmathbbSsubseteq(mathbb{C}^{n,n}{)}^2$. This includes Hermitian, skew-Hermitian, $\ast$-even, $\ast$-odd, $\ast$-palindromic, T-palindromic, and dissipative Hamiltonian pencils. We present a purely linear algebra-based approach to derive explicit computable formulas for the distance to the nearest structured pencil $(A-Delt{a}_A)+s(E-Delt{a}_E)$ such that $A-Delt{a}_A$ and $E-Delt{a}_E$ have a common null vector. We then obtain a family of computable lower bounds for the unstructured and structured distances to singularity. Numerical experiments suggest that in many cases, there is a significant difference between structured and unstructured distances. This approach extends to structured matrix polynomials with higher degrees.

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Cited in

(5)

• Variational Characterization of Monotone Nonlinear Eigenvector Problems and Geometry of Self-Consistent Field Iteration
• On the distance to singularity via low rank perturbations
• Computation of the nearest structured matrix triplet with common null space
• A Riemannian optimization method to compute the nearest singular pencil
• The gap distance to the set of singular matrix pencils

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