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Backward Error Analysis for Eigenproblems Involving Conjugate Symplectic Matrices

Published online by Cambridge University Press:  10 November 2015

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

Research Article
Copyright © Global-Science Press 2015 

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