Abstract
Zeros of rational transfer function matrices R(λ ) are the eigenvalues of associated polynomial system matrices P(λ ) under minimality conditions. In this paper, we define a structured condition number for a simple eigenvalue λ 0 of a (locally) minimal polynomial system matrix P(λ ), which in turn is a simple zero λ 0 of its transfer function matrix R(λ ). Since any rational matrix can be written as the transfer function of a polynomial system matrix, our analysis yields a structured perturbation theory for simple zeros of rational matrices R(λ ). To capture all the zeros of R(λ ), regardless of whether they are poles, we consider the notion of root vectors. As corollaries of the main results, we pay particular attention to the special case of λ 0 being not a pole of R(λ ) since in this case the results get simpler and can be useful in practice. We also compare our structured condition number with Tisseur's unstructured condition number for eigenvalues of matrix polynomials and show that the latter can be unboundedly larger. Finally, we corroborate our analysis by numerical experiments.
| Original language | English |
|---|---|
| Pages (from-to) | 1299-1320 |
| Number of pages | 22 |
| Journal | SIAM Journal on Matrix Analysis and Applications |
| Volume | 44 |
| Issue number | 3 |
| DOIs | |
| State | Published - 2023 |
Funding
\ast Received by the editors July 18, 2022; accepted for publication (in revised form) April 28, 2023; published electronically August 30, 2023. https://doi.org/10.1137/22M1509825 Funding: The work of the first and fourth authors was supported by the Academy of Finland (Suomen Akatemian) (grant 331230). The work of the fourth author was also supported by the Agencia Estatal de Investigaci\o'n of Spain (grant PID2019-106362GB-I00 MCIN/ AEI/10.13039/501100011033/). \dagger Department of Mathematics and Systems Analysis, Aalto University, FI-00076, Aalto, Finland ([email protected], [email protected]). \ddagger Department of Mathematical Science, University of Montana, Missoula, MT 59812 USA ([email protected]). \S Corresponding author. Department of Mathematics and Systems Analysis, Aalto University, PO Box 11100, FI-00076, Aalto, Finland ([email protected]).
| Funders | Funder number |
|---|---|
| PID2019-106362GB-I00 MCIN/ AEI/10.13039/501100011033/ | |
| Academy of Finland | 331230 |
Keywords
- condition number
- poles
- polynomial system matrix
- rational eigenvalue problem
- rational matrix
- root vectors
- transfer function matrix
- zeros
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