On the Characteristic Polynomial of Regular Linear Matrix Pencil

Linear matrix pencil, denoted by (A,B), plays an important role in control systems and numerical linear algebra. The problem of finding the eigenvalues of (A,B) is often solved numerically by using the well-known QZ method. Another approach for exploring the eigenvalues of (A,B) is by way of its characteristic polynomial, P(λ)=A − λB. There are other applications of working directly with the characteristic polynomial, for instance, using Routh-Hurwitz analysis to count the stable roots of P(λ) and transfer function representation of control systems governed by differential-algebraic equations. In this paper, we present an algorithm for algebraic construction of the characteristic polynomial of a regular linear pencil. The main theorem reveals a connection between the coefficients of P(λ) and a lexicographic combination of the rows between matrices A and B

Gerschgorin's theorem for generalized eigenvalue problems in the Euclidean metric

We present Gerschgorin-type eigenvalue inclusion sets applicable to generalized eigenvalue problems.Our sets are defined by circles in the complex plane in the standard Euclidean metric, and are easier to compute than known similar results.As one application we use our results to provide a forward error analysis for a computed eigenvalue of a diagonalizable pencil

Relative Perturbation Theory for Quadratic Eigenvalue Problems

In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $\lambda^2 M x + \lambda C x + K x = 0$, where $M$ and $K$ are nonsingular Hermitian matrices and $C$ is a general Hermitian matrix. We base our findings on new results for an equivalent regular Hermitian matrix pair $A-\lambda B$. The new bounds can be applied to many interesting quadratic eigenvalue problems appearing in applications, such as mechanical models with indefinite damping. The quality of our bounds is demonstrated by several numerical experiments.Comment: 27 page