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A structured staircase algorithm for skew-symmetric/symmetric pencils

Please always quote using this URN:urn:nbn:de:0296-matheon-2473
  • We present structure preserving algorithms for the numerical com- putation of structured staircase forms of skew-symmetric/symmetric matrix pencils along with the Kronecker indices of the associated skew- symmetric/symmetric Kronecker-like canonical form. These methods allow deflation of the singular structure and deflation of infinite eigenvalues with index greater than one. Two algorithms are proposed: one for general skew-symmetric/symmetric pencils and one for pencils in 0 which the skew-symmetric matrix is a direct sum of 0 and J = −I I . 0 We show how to use the structured staircase form to solve boundary value problems arising in control applications and present numerical examples.

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Metadaten
Author:Ralph Byers, Volker Mehrmann, Hongguo Xu
URN:urn:nbn:de:0296-matheon-2473
Referee:Frank Schmidt
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2005/09/14
Release Date:2005/11/04
Preprint Number:260
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