Abstract
This paper is devoted to the perturbation analysis for periodic regular matrix pairs. We present perturbation bounds for the periodic Schur decomposition of periodic regular matrix pairs with distinct eigenvalues, which extend the main result of Sun (SIAM J. Matrix Anal. Appl. 16:1328–1340, 1995). The results are illustrated by a numerical example.
Similar content being viewed by others
References
Bojanczyk, A., Golub, G., Van Dooren, P.: The periodic Schur decomposition, algorithm and applications. In: Proceedings of the SPIE Conference, San Diego, vol. 1770, July 1992, pp. 31–42
Benner, P., Mehrmann, V., Xu, H.: Perturbation analysis for the eigenvalue problem of a formal product of matrices. BIT Numer. Math. 42, 1–43 (2002)
Bittani, S., Colaneri, P., de Nicolao, G.: The difference periodic Riccati equation for the periodic prediction problem. IEEE Trans. Automat. Contr. 33, 706–712 (1988)
Granat, R., Kågström, B.: Direct eigenvalue reordering in a product of matrices in extended periodic Schur form. SIAM J. Matrix Anal. Appl. 28, 285–300 (2006)
Granat, R., Kågström, B., Kressner, D.: Computing periodic deflating subspaces associated with a specified set of eigenvalues. BIT Numer. Math. 47, 763–791 (2007)
Grasselli, O., Longhi, S.: The geometric approach for linear periodic discrete-time systems. Linear Algebra Appl. 158, 27–60 (1991)
Hench, J.J., Laub, A.J.: Numerical solution of the discrete-time periodic Riccati equation. IEEE Trans. Automat. Contr. 39(6), 1197–1209 (1994)
Konstantinov, M., Petkov, P., Christov, N.: Nonlocal perturbation analysis of the Schur system of a matrix. SIAM J. Matrix Anal. Appl. 15, 383–392 (1994)
Konstantinov, M., Mehrmann, V., Petkov, P.: Perturbation analysis of Hamilton Schur and block-Schur forms. SIAM J. Matrix Anal. Appl. 23, 387–424 (2001)
Lin, W.W., Van Dooren, P., Xu, Q.F.: Equivalent characterizations of periodical invariant subspaces. NCTS Preprints Series 1998-8, Taiwan. http://www.math.cts.nthu.edu.tw/publish (1998)
Lin, W.W., Sun, J.G.: Perturbation analysis for the eigenproblem of periodic matrix pairs. Linear Algebra Appl. 337, 157–187 (2001)
Sun, J.G.: Perturbation bounds for the Schur decomposition. Report UMINF-92.20, ISSN-0348-0542. Institute of Information Processing, University of Umeå, Sweden (1992)
Sun, J.G.: Perturbation bounds for the generalized Schur decomposition. SIAM J. Matrix Anal. Appl. 16, 1328–1340 (1995)
Sun, J.G.: Perturbation bounds for subspaces associated with periodic eigenproblems. Taiwan. J. Math. 9, 17–38 (2005)
Stewart, G.W., Sun, J.G.: Matrix Perturbation Theory. Academic Press, San Diego (1990)
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Axel Ruhe.
This work is supported by the Natural Science Foundation of Guangdong Province (7004344, 91510631000021) and by the National Natural Science Foundations of China (10971075).
Rights and permissions
About this article
Cite this article
Chen, X.S. Perturbation bounds for the periodic Schur decomposition. Bit Numer Math 50, 41–58 (2010). https://doi.org/10.1007/s10543-009-0245-9
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10543-009-0245-9