A structure-preserving doubling algorithm for quadratic eigenvalue problems arising from time-delay systems

Tie xiang Li, Eric King wah Chu*, Wen-Wei Lin

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

We propose a structure-preserving doubling algorithm for a quadratic eigenvalue problem arising from the stability analysis of time-delay systems. We are particularly interested in the eigenvalues on the unit circle, which are difficult to estimate. The convergence and backward error of the algorithm are analyzed and three numerical examples are presented. Our experience shows that our algorithm is efficient in comparison to the few existing approaches for small to medium size problems.

Original languageEnglish
Pages (from-to)1733-1745
Number of pages13
JournalJournal of Computational and Applied Mathematics
Volume233
Issue number8
DOIs
StatePublished - 15 Feb 2010

Keywords

  • Doubling
  • Palindromic eigenvalue problem
  • Quadratic eigenvalue problem
  • Structure-preserving
  • Time-delay system
  • Unimodular eigenvalue

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