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Generalized eigenvalue problems with specified eigenvalues

Kressner, Daniel; Mengi, Emre; Nakic, Ivica; Truhar, Ninoslav


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  <identifier identifierType="URL">https://aperta.ulakbim.gov.tr/record/62371</identifier>
  <creators>
    <creator>
      <creatorName>Kressner, Daniel</creatorName>
      <givenName>Daniel</givenName>
      <familyName>Kressner</familyName>
      <affiliation>Ecole Polytech Fed Lausanne, SB MATHICSE ANCHP, CH-1015 Lausanne, Switzerland</affiliation>
    </creator>
    <creator>
      <creatorName>Mengi, Emre</creatorName>
      <givenName>Emre</givenName>
      <familyName>Mengi</familyName>
      <affiliation>Koc Univ, Dept Math, TR-34450 Sariyer, Turkey</affiliation>
    </creator>
    <creator>
      <creatorName>Nakic, Ivica</creatorName>
      <givenName>Ivica</givenName>
      <familyName>Nakic</familyName>
      <affiliation>Univ Zagreb, Dept Math, Zagreb 10000, Croatia</affiliation>
    </creator>
    <creator>
      <creatorName>Truhar, Ninoslav</creatorName>
      <givenName>Ninoslav</givenName>
      <familyName>Truhar</familyName>
      <affiliation>Univ Osijek, Dept Math, HR-31000 Osijek, Croatia</affiliation>
    </creator>
  </creators>
  <titles>
    <title>Generalized Eigenvalue Problems With Specified Eigenvalues</title>
  </titles>
  <publisher>Aperta</publisher>
  <publicationYear>2014</publicationYear>
  <dates>
    <date dateType="Issued">2014-01-01</date>
  </dates>
  <resourceType resourceTypeGeneral="Text">Journal article</resourceType>
  <alternateIdentifiers>
    <alternateIdentifier alternateIdentifierType="url">https://aperta.ulakbim.gov.tr/record/62371</alternateIdentifier>
  </alternateIdentifiers>
  <relatedIdentifiers>
    <relatedIdentifier relatedIdentifierType="DOI" relationType="IsIdenticalTo">10.1093/imanum/drt021</relatedIdentifier>
  </relatedIdentifiers>
  <rightsList>
    <rights rightsURI="http://www.opendefinition.org/licenses/cc-by">Creative Commons Attribution</rights>
    <rights rightsURI="info:eu-repo/semantics/openAccess">Open Access</rights>
  </rightsList>
  <descriptions>
    <description descriptionType="Abstract">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 specified region in the complex plane. For instance, this enables the numerical computation of the nearest stable descriptor system in control theory. Second, the characterization partially solves the problem posed in Boutry et al. (2005, SIAM J. Matrix Anal. Appl., 27, 582-601) regarding the distance from a general rectangular pencil to the nearest pencil with a complete set of eigenvalues. The involved singular value optimization problems are solved by means of Broyden-Fletcher-Goldfarb-Shanno and Lipschitz-based global optimization algorithms.</description>
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