The calculation of the distance to instability by the computation of a Jordan block
نویسندگان
چکیده
In this paper a new fast algorithm for the computation of the distance of a stable matrix to the unstable matrices is provided. The method is based on finding a two-dimensional Jordan block corresponding to a pure imaginary eigenvalue in a certain two-parameter Hamiltonian eigenvalue problem introduced by Byers (SIAM J. Sci. Statist. Comput., 9 (1988), pp. 875–881). Numerical results are presented for several examples and comparison is made with the methods of Boyd & Balakrishnan (Systems Control Lett., 15 (1990), pp. 1–7) and He & Watson (SIAM J. Matrix Anal. Appl., 20 (1998), pp. 101–116).
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تاریخ انتشار 2010