Structured eigenvalue backward errors of Rosenbrock systems and related $μ$-value problems

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Hauptverfasser: Prajapati, Anshul, Sharma, Punit
Format: Preprint
Veröffentlicht: 2024
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author Prajapati, Anshul
Sharma, Punit
author_facet Prajapati, Anshul
Sharma, Punit
contents In this paper, we compute the structured eigenvalue backward error of a Rosenbrock system matrix $S(z)=\left[\begin{array}{cc} A-zI & B \\ C & P(z) \end{array}\right]$ for a given scalar $λ\in \mathbb C$. We have developed simplified formulas for the structured eigenvalue backward error of the Rosenbrock system matrix, considering both full and partial block perturbations. These formulas involve computing structured $μ$-values of a rectangular matrix under rectangular-block-diagonal perturbations. For the reformulated $μ$-value problem, we provide an explicit expression using partial isometric matrices and also obtain a computable upper bound, which is equal to the $μ$-value when the pertrubation matrix has no more than three blocks at the diagonal. The results are illustrated through numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2405_11974
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Structured eigenvalue backward errors of Rosenbrock systems and related $μ$-value problems
Prajapati, Anshul
Sharma, Punit
Optimization and Control
In this paper, we compute the structured eigenvalue backward error of a Rosenbrock system matrix $S(z)=\left[\begin{array}{cc} A-zI & B \\ C & P(z) \end{array}\right]$ for a given scalar $λ\in \mathbb C$. We have developed simplified formulas for the structured eigenvalue backward error of the Rosenbrock system matrix, considering both full and partial block perturbations. These formulas involve computing structured $μ$-values of a rectangular matrix under rectangular-block-diagonal perturbations. For the reformulated $μ$-value problem, we provide an explicit expression using partial isometric matrices and also obtain a computable upper bound, which is equal to the $μ$-value when the pertrubation matrix has no more than three blocks at the diagonal. The results are illustrated through numerical experiments.
title Structured eigenvalue backward errors of Rosenbrock systems and related $μ$-value problems
topic Optimization and Control
url https://arxiv.org/abs/2405.11974