93C73 Perturbations
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- perturbation analysis (2)
- $\mu$-values (1)
- Brunovsky form (1)
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- Lagrangian invariant subspace (1)
- complex Hamiltonian Jordan form (1)
- conditional stability (1)
- eigenvalues (1)
- generic perturbation (1)
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We study the perturbation theory of structured matrices under
structured rank one perturbations, and then focus on several classes of complex
matrices. Generic Jordan structures of perturbed matrices are identified.
It is shown that the perturbation
behavior of the Jordan structures
is substantially different from the corresponding theory for unstructured generic
rank one perturbations.
$\mu$-values and spectral value sets for linear perturbation classes defined by a scalar product
(2007)
We study the variation of the spectrum of matrices
under perturbations which are self- or skew-adjoint
with respect to a scalar product.
Computable formulae are given for the associated
$\mu$-values. The results can be used to calculate spectral value
sets for the perturbation classes under consideration.
We discuss the special case of
complex Hamiltonian perturbations of a Hamiltonian matrix in detail.
Lagrangian invariant subspaces for symplectic matrices play an important role in the numerical solution of discrete time, robust and optimal control problems. The sensitivity (perturbation) analysis of these subspaces, however, is a difficult problem, in particular, when the eigenvalues are on or close to some critical regions in the complex plane, such as the unit circle.
We present a detailed perturbation analysis for several different cases of real and complex symplectic matrices. We analyze stability and conditional stability
as well as the index of stability for these subspaces.