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Perturbation theory for Hamiltonian matrices and the distance to bounded-realness

Alam, Rafikul; Bora, Shreemayee; Karow, Michael; Mehrmann, Volker; Moro, Julio

Motivated by the analysis of passive control systems, we undertake a detailed perturbation analysis of Hamiltonian matrices that have eigenvalues on the imaginary axis. We construct minimal Hamiltonian perturbations that move and coalesce eigenvalues of opposite sign characteristic to form multiple eigenvalues with mixed sign characteristics, which are then moved from the imaginary axis to specific locations in the complex plane by small Hamiltonian perturbations. We also present a numerical method to compute upper bounds for the minimal perturbations that move all eigenvalues of a given Hamiltonian matrix outside a vertical strip along the imaginary axis.
Published in: SIAM Journal on Matrix Analysis and Applications, 10.1137/10079464X, Society for Industrial and Applied Mathematics