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Backward Error Analysis for Eigenproblems Involving Conjugate Symplectic Matrices

Part of: Nonlinear algebraic or transcendental equations Numerical analysis: Ordinary differential equations Numerical linear algebra

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)
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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.

Keywords

Backward errorapproximate eigenpairsconjugate symplectic matrix

MSC classification

Secondary: 65F10: Iterative methods for linear systems 65F15: Eigenvalues, eigenvectors 65H10: Systems of equations 65L15: Eigenvalue problems
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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