Structured eigenvalue backward errors of Rosenbrock systems and related μ-value problems

Abstract

In this paper, we compute the structured eigenvalue backward error of a Rosenbrock system matrix S(z)=[arraycc A-zI & B \\ C & P(z) array] for a given scalar λ∈ C. We have developed simplified formulas for the structured eigenvalue backward error of the Rosenbrock system matrix, considering both full and partial block perturbations. These formulas involve computing structured μ-values of a rectangular matrix under rectangular-block-diagonal perturbations. For the reformulated μ-value problem, we provide an explicit expression using partial isometric matrices and also obtain a computable upper bound, which is equal to the μ-value when the pertrubation matrix has no more than three blocks at the diagonal. The results are illustrated through numerical experiments.

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