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Main Title: Structured eigenvalue/eigenvector backward errors of matrix pencils arising in optimal control
Author(s): Mehl, Christian
Mehrmann, Volker
Sharma, Punit
Type: Research Paper
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.
Subject(s): backward error
matrix pencil
optimal control
structured perturbation
Issue Date: 22-Dec-2017
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 65F15 Eigenvalues, eigenvectors
15A18 Eigenvalues, singular values, and eigenvectors
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2017, 14
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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