1. ON A GENERALIZED EIGENVALUE PROBLEM FOR NONSQUARE PENCILS.
- Author
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Chu, Delin and Golub, Gene H.
- Subjects
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EIGENVALUES , *MATRICES (Mathematics) , *MATRIX pencils , *UNIVERSAL algebra , *MATHEMATICAL optimization - Abstract
In this paper a generalized eigenvalue problem for nonsquare pencils of the form A - λB with A,B ϵ Cmxn and m > n, which was proposed recently by Boutry, Elad, Golub, and Milanfar [SIAM J. Matrix Anal. Appl., 27 (2006), pp. 582–601], is studied. An algebraic characterization for the distance between the pair (A,B) and the pairs (A0,B0) with the property that for the pair (A0,B0) there exist l distinct eigenpairs of the form (A0-λkB0)v-k = 0, k = 1, … , l, is given, which implies that this distance can be obtained by solving an optimization problem over the compact set {Vl : Vl ϵ Cnxl, VH l VHlVl = I}. Furthermore, the distance between a controllable descriptor system and uncontrollable ones is also considered, an algebraic characterization is obtained, and hence a well-known result on the distance between a controllable linear time-invariant system to uncontrollable ones is extended to the descriptor systems. [ABSTRACT FROM AUTHOR]
- Published
- 2006
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