Generalized eigenvalue problems with specified eigenvalues
نویسندگان
چکیده
منابع مشابه
Generalized Eigenvalue Problems with Specified Eigenvalues
We consider the distance from a (square or rectangular) matrix pencil to the nearest matrix pencil in 2-norm that has a set of specified eigenvalues. We derive a singular value optimization characterization for this problem and illustrate its usefulness for two applications. First, the characterization yields a singular value formula for determining the nearest pencil whose eigenvalues lie in a...
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Article history: Received 25 January 2014 Accepted 9 October 2014 Available online 5 November 2014 Submitted by F. Dopico MSC: 65F15 65F18 47A56
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ژورنال
عنوان ژورنال: IMA Journal of Numerical Analysis
سال: 2013
ISSN: 0272-4979,1464-3642
DOI: 10.1093/imanum/drt021