Structure preservation: a challenge in computational control
Future Generation Computer Systems - Selected papers on theoretical and computational aspects of structural dynamical systems in linear algebra and control
Parallel solution of large-scale algebraic Bernoulli equations with the matrix sign function method
International Journal of Computational Science and Engineering
Robust formulas for optimal H∞ controllers
Automatica (Journal of IFAC)
An overview on the eigenvalue computation for matrices
Neural, Parallel & Scientific Computations
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We discuss the numerical solution of structured generalized eigenvalue problems that arise from linear-quadratic optimal control problems, $H_{\infty}$ optimization, multibody systems, and many other areas of applied mathematics, physics, and chemistry. The classical approach for these problems requires computing invariant and deflating subspaces of matrices and matrix pencils with Hamiltonian and/or skew-Hamiltonian structure. We extend the recently developed methods for Hamiltonian matrices to the general case of skew-Hamiltonian/Hamiltonian pencils. The algorithms circumvent problems with skew-Hamiltonian/Hamiltonian matrix pencils that lack structured Schur forms by embedding them into matrix pencils that always admit a structured Schur form. The rounding error analysis of the resulting algorithms is favorable. For the embedded matrix pencils, the algorithms use structure-preserving unitary matrix computations and are strongly backwards stable, i.e., they compute the exact structured Schur form of a nearby matrix pencil with the same structure.