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Main Title: On the nearest singular matrix pencil
Author(s): Guglielmi, Nicola
Lubich, Christian
Mehrmann, Volker
Type: Research Paper
Abstract: Given a regular matrix pencil A + μE, we consider the problem of determining the nearest singular matrix pencil with respect to the Frobenius norm. We present new approaches based on the solution of matrix differential equations for determining the nearest singular pencil A + ΔA + μ(E + ΔE), one approach for general singular pencils and another one such that A+ ΔA and E + ΔE have a common left/right null vector. For the latter case the nearest singular pencil is shown to differ from the original pencil by rank-one matrices ΔA and ΔE. In both cases we consider also the situation where only A is perturbed. The nearest singular pencil is approached by a two-level iteration, where a gradient flow is driven to a stationary point in the inner iteration and the outer level uses a fast iteration for the distance parameter. This approach extends also to structured matrices A and E.
Subject(s): regular matrix pencil
singular matrix pencil
differential-algebraic equation
low-rank perturbation
matrix differential equation
Issue Date: 1-Jun-2016
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 15A18 Eigenvalues, singular values, and eigenvectors
65K05 Mathematical programming
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2016, 12
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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