A Structured Staircase Algorithm for Skew-symmetric/symmetric Pencils
نویسندگان
چکیده
A STRUCTURED STAIRCASE ALGORITHM FOR SKEW-SYMMETRIC/SYMMETRIC PENCILS RALPH BYERS , VOLKER MEHRMANN , AND HONGGUO XU Abstract. We present structure preserving algorithms for the numerical computation 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 which the skew-symmetric matrix is a direct sum of and . 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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