English

Doubly structured mapping problems of the form $\Delta x=y$ and $\Delta^*z=w$

Optimization and Control 2022-08-29 v1

Abstract

For a given class of structured matrices S\mathbb S, we find necessary and sufficient conditions on vectors x,w\Cn+mx,w\in \C^{n+m} and y,z\Cny,z \in \C^{n} for which there exists Δ=[Δ1 Δ2]\Delta=[\Delta_1~\Delta_2] with Δ1S\Delta_1 \in \mathbb S and Δ2\Cn,m\Delta_2 \in \C^{n,m} such that Δx=y\Delta x=y and Δz=w\Delta^*z=w. We also characterize the set of all such mappings Δ\Delta and provide sufficient conditions on vectors x,y,zx,y,z, and ww to investigate a Δ\Delta with minimal Frobenius norm. The structured classes S\mathbb S we consider include (skew)-Hermitian, (skew)-symmetric, pseudo(skew)-symmetric, JJ-(skew)-symmetric, pseudo(skew)-Hermitian, positive (semi)definite, and dissipative matrices. These mappings are then used in computing the structured eigenvalue/eigenpair backward errors of matrix pencils arising in optimal control.

Keywords

Cite

@article{arxiv.2208.12429,
  title  = {Doubly structured mapping problems of the form $\Delta x=y$ and $\Delta^*z=w$},
  author = {Mohit Kumar Baghel and Punit Sharma},
  journal= {arXiv preprint arXiv:2208.12429},
  year   = {2022}
}