Backward Error Analysis for an Eigenproblem Involving Two Classes of Matrices

2014 ◽  
Vol 4 (4) ◽  
pp. 329-344
Author(s):  
Lei Zhu ◽  
Weiwei Xu
Keyword(s):  
Error Analysis ◽  
Structured Matrices ◽  
Backward Error Analysis ◽  
Backward Error ◽  
Numerical Examples ◽  
Classes Of Matrices ◽  
Explicit Formulae ◽  
Backward Errors

AbstractWe consider backward errors for an eigenproblem of a class of symmetric generalised centrosymmetric matrices and skew-symmetric generalised skew-centrosymmetric matrices, which are extensions of symmetric centrosymmetric and skew-symmetric skew-centrosymmetric matrices. Explicit formulae are presented for the computable backward errors for approximate eigenpairs of these two kinds of structured matrices. Numerical examples illustrate our results.

Backward Error Analysis for Eigenproblems Involving Conjugate Symplectic Matrices

2015 ◽  
Vol 5 (4) ◽  
pp. 312-326 ◽  
Author(s):  
Wei-wei Xu ◽  
Wen Li ◽  
Xiao-qing Jin
Keyword(s):  
Optimal Control Problems ◽  
Eigenvalue Problems ◽  
Backward Error Analysis ◽  
Linear Quadratic ◽  
Backward Error ◽  
Linear Quadratic Optimal Control ◽  
Quadratic Optimal Control ◽  
Symplectic Eigenvalue ◽  
Backward Errors ◽  
Symplectic Matrices

AbstractConjugate symplectic eigenvalue problems arise in solving discrete linear-quadratic optimal control problems and discrete algebraic Riccati equations. In this article, backward errors of approximate pairs of conjugate symplectic matrices are obtained from their properties. Several numerical examples are given to illustrate the results.

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