ON THE COMPUTATION OF THE DISTANCE TO QUADRATIC MATRIX POLYNOMIALS THAT ARE SINGULAR AT SOME POINTS ON THE UNIT CIRCLE

被引:0
作者
Malyshev, Alexander [1 ]
Sadkane, Miloud [2 ]
机构
[1] Univ Bergen, Dept Math, N-5020 Bergen, Norway
[2] Univ Brest, CNRS UMR 6205, Lab Math Bretagne Atlantique, F-29238 Brest 3, France
来源
ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS | 2014年 / 42卷
关键词
distance to instability; quadratic matrix polynomial; palindromic pencil; QZ algorithm; Laub trick; BISECTION METHOD; STABILITY RADII; ALGORITHM;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For a quadratic matrix polynomial, the distance to the set of quadratic matrix polynomials which have singularities on the unit circle is computed using a bisection-based algorithm. The success of the algorithm depends on the eigenvalue method used within the bisection to detect the eigenvalues near the unit circle. To this end, the QZ algorithm along with the Laub trick is employed to compute the anti-triangular Schur form of a matrix resulting from a palindromic reduction of the quadratic matrix polynomial. It is shown that despite rounding errors, the Laub trick followed, if necessary, by a simple refinement procedure makes the results reliable for the intended purpose. Several numerical illustrations are reported.
引用
收藏
页码:165 / 176
页数:12
相关论文
共 26 条
[1]  
[Anonymous], MATH SYSTEMS THEORY
[2]  
[Anonymous], MATH CONTROL SIGNALS
[3]  
[Anonymous], THESIS TU BERLIN BER
[4]  
[Anonymous], SYSTEMS CONTROL LETT
[5]   A REGULARITY RESULT FOR THE SINGULAR-VALUES OF A TRANSFER-MATRIX AND A QUADRATICALLY CONVERGENT ALGORITHM FOR COMPUTING ITS L-INFINITY-NORM [J].
BOYD, S ;
BALAKRISHNAN, V .
SYSTEMS & CONTROL LETTERS, 1990, 15 (01) :1-7
[6]  
Boyd S., 1988, Proceedings of the 1988 American Control Conference, P396
[7]   A FAST ALGORITHM TO COMPUTE THE H-INFINITY-NORM OF A TRANSFER-FUNCTION MATRIX [J].
BRUINSMA, NA ;
STEINBUCH, M .
SYSTEMS & CONTROL LETTERS, 1990, 14 (04) :287-293
[8]   A BISECTION METHOD FOR MEASURING THE DISTANCE OF A STABLE MATRIX TO THE UNSTABLE MATRICES [J].
BYERS, R .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1988, 9 (05) :875-881
[9]  
Chu E. K.-W., 2012, AMS IP STUDIES ADV M, V51, P645
[10]   A Newton-based method for the calculation of the distance to instability [J].
Freitag, M. A. ;
Spence, A. .
LINEAR ALGEBRA AND ITS APPLICATIONS, 2011, 435 (12) :3189-3205