Numerical methods for palindromic eigenvalue problems: Computing the anti-triangular Schur form

DS Mackey, N Mackey, Christian Mehl, V Mehrmann

Research output: Contribution to journalArticle

35 Citations (Scopus)

Abstract

We present structure-preserving numerical methods for the eigenvalue problem of complex palindromic pencils. Such problems arise in control theory, as well as from palindromic linearizations of higher degree palindromic matrix polynomials. A key ingredient of these methods is the development of an appropriate condensed form-the anti-triangular Schur form. Ill-conditioned problems with eigenvalues near the unit circle, in particular near +/- 1, are discussed. We show how a combination of unstructured methods followed by a structured refinement can be used to solve such problems accurately. Copyright (C) 2008 John Wiley & Sons, Ltd.
Original languageEnglish
Pages (from-to)63-86
Number of pages24
JournalNumerical Linear Algebra with Applications
Volume16
Issue number1
DOIs
Publication statusPublished - 1 Jan 2009

Keywords

  • Schur form
  • palindromic matrix polynomial
  • palindromic QR-algorithm
  • Jacobi algorithm
  • anti-triangular form
  • nonlinear eigenvalue problem
  • structured deflation method
  • palindromic pencil

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