Backward Error Analysis for Eigenproblems Involving Conjugate Symplectic Matrices

Backward Error Analysis for Eigenproblems Involving Conjugate Symplectic Matrices

Year:    2015

Author:    Wei-Wei Xu, Wen Li, Xiao-Qing Jin

East Asian Journal on Applied Mathematics, Vol. 5 (2015), Iss. 4 : pp. 312–326

Abstract

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.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.100115.170615a

East Asian Journal on Applied Mathematics, Vol. 5 (2015), Iss. 4 : pp. 312–326

Published online:    2015-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    15

Keywords:    Backward error approximate eigenpairs conjugate symplectic matrix.

Author Details

Wei-Wei Xu

Wen Li

Xiao-Qing Jin

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