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Backward Error Analysis for Eigenproblems Involving Conjugate Symplectic Matrices

Part of:Nonlinear algebraic or transcendental equationsNumerical linear algebraNumerical analysis: Ordinary differential equations

Published online by Cambridge University Press:  10 November 2015

Wei-wei Xu,
Wen Li and
Xiao-qing Jin
Wei-wei Xu*
Affiliation:
School of Mathematics and Statistics, Nanjing University of Information Science and Technology, Nanjing 210044, P.R. China
Wen Li
Affiliation:
School of Mathematical Sciences, South China Normal University, Guangzhou, 510631, P.R. China
Xiao-qing Jin
Affiliation:
Department of Mathematics, University of Macau, Macau
*
*Corresponding author. Email address:wwxl9840904@sina.com (W. Xu)

Abstract

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Conjugate 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.

Keywords

Backward errorapproximate eigenpairsconjugate symplectic matrix

MSC classification

Secondary:65F10: Iterative methods for linear systems65F15: Eigenvalues, eigenvectors65H10: Systems of equations65L15: Eigenvalue problems

Information

Type
Research Article
Information
East Asian Journal on Applied Mathematics , Volume 5 , Issue 4 , November 2015, pp. 312 - 326
Copyright
Copyright © Global-Science Press 2015 

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