the sensitivity of the stable lyapunov equation we present an analysis of the sensitivity of the solution of the lyapunov equation a x xa w where a is stable this analysis leads to a spectral norm bound on the relative perturbation of the solution which is optimal for a certain class of estimates and which is essentially equivalent to the frobenius norm bound obtained from the associated kronecker product system the latter bound can be expressed in terms of operatorname sep a a and is known to accurately reflect the sensitivity of the lyapunov problem but it is hard to interpret in terms of the original matrix a in contrast the spectral norm bound which we derive is directly related to the minimal l 2 damping of the dynamical system dot z az moreover this dynamical link with the sensitivity problem leads to a new method of systematically investigating the norm behavior of e at as well as providing a wealth of information about control theoretic aspects of dot z az when a is the closed loop state matrix

a unifying convergence analysis of second order methods for secular equations existing numerical methods of second order are considered for a so called secular equation we give a brief description of the most important of these methods and show that all of them can be interpreted as improvements of newton s method for an equivalent problem for which newton s method exhibits convergence from any point in a given interval this interpretation unifies the convergence analysis of these methods provides convergence proofs where they were lacking and furnishes ways to construct improved methods in addition we show that some of these methods are in fact equivalent a second secular equation is also briefly considered

on stabilization of unstable steady states of autonomous ordinary differential equations via delayed feedback controls abstract the paper discusses stabilizing effects of some time delayed feedback controls applied to unstable steady states of an autonomous system of ordinary differential equations first we derive explicit delay dependent stability conditions that are applicable to a family of time delayed systems with simultaneously triangularizable system matrices then using this criterion and other argumentation we employ diagonal delayed feedback controls of conventional and pyragas type to stabilize unstable steady states of the studied autonomous system more precisely we formulate explicit non improvable and immediately applicable conditions on time delay and feedback strength that enable such a stabilization as an illustration we stabilize the unstable steady states of the rossler dynamical system considered under the standard choice of entry parameters when the uncontrolled system displays a chaotic behavior also we consider a non diagonal feedback control whose rotational gain matrix involving a feedback strength and phase commutes with the jacobi matrix of the uncontrolled system and show its larger stabilization potential with respect to the appropriate diagonal control the obtained results are tested by numerical experiments and confronted with the existing results as a supplement we provide matlab codes supporting theoretical conclusions

rank revealing qr factorizations abstract an algorithm is presented for computing a column permutation pi and a qr factorization a pi qr of an m by n m or n matrix a such that a possible rank deficiency of a will be revealed in the triangular factor r having a small lower right block for low rank deficient matrices the algorithm is guaranteed to reveal the rank of a and the cost is only slightly more than the cost of one regular qr factorization a posteriori upper and lower bounds on the singular values of a are derived and can be used to infer the numerical rank of a keywords qr factorization rank deficient matrices least squares computation subset selection rank singular values

a geometrical theory for spiral waves in excitable media in this paper we develop a geometrical theory for waves in excitable reacting media using singular perturbation arguments and dispersion of traveling plane wave trains we derive an approximate theory of wave front propagation which has strong resemblance to the geometrical diffraction theory of high frequency waves in hyperbolic systems governed by the eikonal equation using this theory we study the effect of curvature on waves in excitable media specifically rotating spiral patterns in planar regions from this theory we are able to determine the frequency and wavelength for spiral patterns in excitable nonoscillatory media

some perspectives on the eigenvalue problem this expository paper explores the relationships among a number of algorithms for solving eigenvalue problems including the power method subspace iteration the qr algorithm and the arnoldi and symmetric lanczos algorithms the symmetric lanczos algorithm is shown to be identical to the three term recursion stieltjes procedure for computing orthogonal polynomials with respect to a measure on the real line the connection between measures on the line and symmetric tridiagonal jacobi matrices is investigated if such a matrix is transformed by a step of the qr algorithm there is a corresponding transformation in the measure the tridiagonal matrices are also exploited for the construction of gaussian quadrature formulas for measures on the line the developments on the real line are replicated with suitable modifications on the unit circle via lanczos like procedures for unitary operators the best known procedure of this type is the recursion of szego for computing orthogonal polynomials on the

analysis and optimization of feedback control algorithms for data transfers in high speed networks two linear feedback control algorithms for handling and preventing congestion in high speed networks are proposed and analyzed the fluid approximation model is described with a continuous time system of delay differential equations the algorithms are asymptotically stable and the transient processes are nonoscillatory the control parameters are locally optimal optimality is based on the asymptotic rate of convergence the results of numerical experiments suggest that these parameters are globally optimal as well the dependence of the quality of service on the duration of the control intervals is analyzed and the performance of algorithms in a nonstationary environment is addressed

sensitivity analysis for szegő polynomials szeg polynomials are orthogonal with respect to an inner product on the unit circle numerical methods for weighted least squares approximation by trigonometric polynomials conveniently can be derived and expressed with the aid of szeg polynomials this paper discusses the conditioning of several mappings involving szeg polynomials and thereby sheds light on the sensitivity of some approximation problems involving trigonometric polynomials

a divide and conquer method for unitary and orthogonal eigenproblems leth n xn be a unitary upper hessenberg matrix whose eigenvalues and possibly also eigenvectors are to be determined we describe how this eigenproblem can be solved by a divide and conquer method in which the matrixh is split into two smaller unitary upper hessenberg matricesh 1 andh 2 by a rank one modification ofh the eigenproblems forh 1 andh 2 can be solved independently and the solutions of these smaller eigenproblems define a rational function whose zeros on the unit circle are the eigenvalues ofh the eigenvector ofh can be determined from the eigenvalues ofh and the eigenvectors ofh 1 andh 2 the outlined splitting of unitary upper hessenberg matrices into smaller such matrices is carried out recursively this gives rise to a divide and conquer method that is suitable for implementation on a parallel computer whenh n xn is orthogonal the divide and conquer scheme simplifies and is described separately our interest in the orthogonal eigenproblem stems from applications in signal processing numerical examples for the orthogonal eigenproblem conclude the paper

an inexact krylov schur algorithm for the unitary eigenvalue problem abstract we present an efficient inexact implicitly restarted arnoldi algorithm to find a few eigenpairs of large unitary matrices the approximating krylov spaces are built using short term recurrences derived from gragg s isometric arnoldi process the implicit restarts are done by the krylov schur methodology of stewart all of the operations of the restart are done in terms of the schur parameters generated by the isometric arnoldi process numerical results confirm the effectiveness of the algorithm

some remarks on the complex j symmetric eigenproblem abstract the eigenproblem for complex j symmetric matrices h c a c d a t a c c t d d t c n n is considered a proof of the existence of a transformation to the complex j symmetric schur form proposed in 21 is given the complex symplectic unitary qr decomposition and the complex symplectic sr decomposition are discussed it is shown that a qr like method based on the complex symplectic unitary qr decomposition is not feasible here a complex symplectic sr algorithm is presented which can be implemented such that one step of the sr algorithm can be carried out in o n arithmetic operations based on this a complex symplectic lanczos method can be derived moreover it is discussed how the 2 n 2 n complex j symmetric matrix h c can be embedded in a 4 n 4 n real hamiltonian matrix

minimal representations of unitary operators and orthogonal polynomials on the unit circle abstract in this paper we prove that the simplest band representations of unitary operators on a hilbert space are five diagonal orthogonal polynomials on the unit circle play an essential role in the development of this result and also provide a parameterization of such five diagonal representations which shows specially simple and interesting decomposition and factorization properties as an application we get the reduction of the spectral problem of any unitary hessenberg matrix to the spectral problem of a five diagonal one two applications of these results to the study of orthogonal polynomials on the unit circle are presented the first one concerns krein s theorem the second one deals with the movement of mass points of the orthogonality measure under mono parametric perturbations of the schur parameters

spiral waves in the belousov zhabotinskii reaction abstract the beautiful spiral waves of oxidation in the belousov zhabotinskii reaction are the source of many interesting and important questions about periods structures in excitable media it has long been known that these spirals are similar to involutes of circles at least some distance from the center but until now no way has been known to determine the correct wavelength and frequency in this paper we show that the parameters of a spiral wave can be viwed s eigenvalues of a problem with unique solution the critical ingredients of the theory are the effects of curvature on the propagation of wavefronts in two dimensional media and the dispersion of plane waves our analytical results are shown to be in good agreement with experimental data for the belousov zhabotinskii reagent

schur parameter pencils for the solution of the unitary eigenproblem abstract let u v be an n n pencil with unitary matrices u and v an algorithm is presented which reduces u and v simultaneously to unitary block diagonal matrices g o q h up and g e q h vp with block size at most two it is an o n 3 process using householder eliminations and it is backward stable in the special case v i the block diagonal matrices g o g h e can be normalized so that their entries are just the schur parameters of the hessenberg condensed form of u we call g o g e a schur parameter pencil it can also be derived from u v by a lanczos like process for the solution of the eigenvalue problem for g o g e a qr type algorithm can be developed based on this unitary reduction of a pencil u v to a schur parameter pencil the condensed form is preserved throughout the process each iteration step needs only o n operations this method of solving the unitary eigenvalue problem seems to be the closest possible analogy to the qr method for the hermitian eigenvalue problem

a schur decomposition for hamiltonian matrices abstract a schur type decomposition for hamiltonian matrices is given that relies on unitary symplectic similarity transformations these transformations preserve the hamiltonian structure and are numerically stable making them ideal for analysis and computation using this decomposition and a special singular value decomposition for unitary symplectic matrices a canonical reduction of the algebraic riccati equation is obtained which sheds light on the sensitivity of the nonnegative definite solution after presenting some real decompositions for real hamiltonian matrices we look into the possibility of an orthogonal symplectic version of the qr algorithm suitable for hamiltonian matrices a finite step initial reduction to a hessenberg type canonical form is presented however no extension of the francis implicit shift technique was found and reasons for the difficulty are given

error bounds in the isometric arnoldi process abstract error bounds for the eigenvalues computed in the isometric arnoldi method are derived the arnoldi method applied to a unitary matrix u successively computes a sequence of unitary upper hessenberg matrices h k k 1 2 the eigenvalues of the h k s are increasingly better approximations to eigenvalues of u an upper bound for the distance of the spectrum of h k from the spectrum of u and an upper bound for the distance between each individual eigenvalue of h k and one of u are given between two eigenvalues of h k on the unit circle there is guaranteed to lie an eigenvalue of u the results are applied to a problem in signal processing

properties of a quadratic matrix equation and the solution of the continuous time algebraic riccati equation abstract we discuss some properties of a quadratic matrix equation with some restrictions then use these results on the algebraic riccati equation to get a new algorithm the algorithm sufficiently takes account of the structure of the associated matrix hence it is very effective

spiral wave solutions for reaction diffusion equations in a fast reaction slow diffusion limit abstract a two species reaction diffusion equation is studied in a distinguished limit of fast reaction and slow diffusion asymptotic matching yields a spiral solution whose rotation frequency is a unique function of the physical parameters and the constant pitch of the spiral using an idea of fife the problem is first reduced to a free boundary problem the solution is obtained by matching the core where diffusion balances the curvature of the free boundary to the far field where the effects of diffusion are small the equations of motion are averaged over the rotation frequency to yield steady equations in the two regions helically symmetric solutions to the averaged equation reduce to solving a fourth order ode in the core region matched to a second order ode in the far field speculations on the dynamics of the system and coupling between the core and far field are presented

an interior point method for large constrained discrete ill posed problems ill posed problems are numerically underdetermined it is therefore often beneficial to impose known properties of the desired solution such as nonnegativity during the solution process this paper proposes the use of an interior point method in conjunction with truncated iteration for the solution of large scale linear discrete ill posed problems with box constraints an estimate of the error in the data is assumed to be available numerical examples demonstrate the competitiveness of this approach

eigenvalues of a symmetric tridiagonal matrix a divide and conquer approach the symmetric tridiagonal eigenproblem has been the topic of some recent work many methods have been advanced for the computation of the eigenvalues of such a matrix in this paper we present a divide and conquer approach to the computation of the eigenvalues of a symmetric tridiagonal matrix via the evaluation of the characteristic polynomial the problem of evaluation of the characteristic polynomial is partitioned into smaller parts which are solved and these solutions are then combined to form the solution to the original problem we give the update equations for the characteristic polynomial and certain auxiliary polynomials used in the computation furthermore this set of recursions can be implemented on a regulartree structure if the concurrency exhibited by this algorithm is exploited it can be shown that thetime for computation of all the eigenvalues becomeso nlogn instead ofo n2 as is the case for the approach where the order is increased by only one at every step we address the numerical problems associated with the use of the characteristic polynomial and present a numerically stable technique for the eigenvalue computation

analysis of third order methods for secular equations third order numerical methods are analyzed for secular equations these equations arise in several matrix problems and numerical linear algebra applications a closer look at an existing method shows that it can be considered as a classical method for an equivalent problem this not only leads to other third order methods it also provides the means for a unifying convergence analysis of these methods and for their comparisons finally we consider approximated versions of the aforementioned methods

the matrix sign decomposition and its relation to the polar decomposition the sign function of a square matrix was introduced by roberts in 1971 we show that it is useful to regard s sign a as being part of a matrix sign decomposition a sn where n a2 1 2 this decomposition leads to the new representation sign a a a2 1 2 most results for the matrix sign decomposition have a counterpart for the polar decomposition a uh and vice versa to illustrate this we derive best approximation properties of the factors u h and s determine bounds for a s and a u and describe integral formulas for s and u we also derive explicit expressions for the condition numbers of the factors s and n an important equation expresses the sign of a block 2 2 matrix involving a in terms of the polar factor u of a we apply this equation to a family of iterations for computing s by pandey kenney and laub to obtain a new family of iterations for computing u the iterations have some attractive properties including suitability for parallel computation

on an inverse eigenvalue problem for unitary hessenberg matrices abstract we show that a unitary upper hessenberg matrix with positive subdiagonal elements is uniquely determined by its eigenvalues and the eigenvalues of a modified principal submatrix this provides an analog of a well known result for jacobi matrices

matrix factorizations for symplectic qr like methods abstract symplectic qr like methods use symplectic or unitary symplectic similarity transformations instead of the usual unitary similarity transformations in the qr process a fundamental problem for the development of such methods is the choice of a suitable type of decomposition a sr corresponding to the qr decomposition where s is symplectic or unitary symplectic decompositions of this type are studied with regard to their application in a qr like process

a bjorck pereyra type algorithm for szego vandermonde matrices based on properties of unitary hessenberg matrices abstract in this paper we carry over the bjorck pereyra algorithm for solving vandermonde linear systems to what we suggest to call szego vandermonde systems v x i e polynomial vandermonde systems where the corresponding polynomial system is the szego polynomials the properties of the corresponding unitary hessenberg matrix allow us to derive a fast o n 2 computational procedure we present numerical experiments that indicate that for ill conditioned matrices the new algorithm yields better forward accuracy than gaussian elimination

the singularity analysis for nearly integrable systems homoclinic intersections and local multivaluedness abstract in this study a new perturbative scheme for nonintegrable ordinary differential equations is proposed these perturbative expansions are based on the singularity analysis of the unperturbed system and is performed in the neighborhood of its singularities under suitable conditions on the homoclinic structure of the unperturbed system the melnikov vector can be computed based on the knowledge of the laurent expansions of the solutions the existence of transverse homoclinic intersections is therefore explicitly related to the existence of critical points for the solutions in the complex plane of the independent variable

on hamiltonian and symplectic hessenberg forms abstract characterizations are given for the hamiltonian matrices that can be reduced to hamiltonian hessenberg form and the symplectic matrices that can be reduced to symplectic hessenberg form by orthogonal symplectic similarity transformations the reduction to these special hessenberg forms is the missing link in the solution of the open problem of constructing a stable structure preserving qr like method of complexity o n 3 for the computation of invariant subspaces of hamiltonian and symplectic matrices our considerations lead us to propose an approach to the computation of lagrangian invariant subspaces of a hamiltonian or symplectic matrix

hamilton and jacobi come full circle jacobi algorithms for structured hamiltonian eigenproblems we develop jacobi algorithms for solving the complete eigenproblem for hamiltonian and skew hamiltonian matrices that are also symmetric or skew symmetric based on the direct solution of 4 4 and in one case 8 8 subproblems these structure preserving algorithms produce symplectic orthogonal bases for the invariant subspaces associated with a matrix in any one of the four classes under consideration the key step in the construction of the algorithms is a quaternion characterization of the 4 4 symplectic orthogonal group and the subspaces of 4 4 hamiltonian skew hamiltonian symmetric and skew symmetric matrices in addition to preserving structure these algorithms are inherently parallelizable numerically stable and show asymptotic quadratic convergence

effect of diffusion on patterns in excitable belousov zhabotinskii systems travelling wave patterns occur frequently in chemically reacting systems these include planar fronts target patterns and spiral structures we review the dispersion relation for planar waves including the effects of diffusion in the slow field for a simplified piecewise linear model with a focus on the scaling behavior with respect to the relative rate of the fast and slow reactions we discuss the implications of these results for spirals showing the origins of fife scaling and deriving a boundary integral formulation of the spiral equations we discuss the generalization to more realistic models in particular the popular oregonator model for belousov zhabotinskii reactions

the qr algorithm for unitary hessenberg matrices abstract let h be an n n unitary right hessenberg matrix with positive subdiagonal elements using what we call the schur parameterization of h we show how one step of the shifted qr algorithm for h can be carried out in o n arithmetic operations coupled with the shift strategy of eberlein and huang 3 this will permit computation of the spectrum of h to machine precision in o n 2 operations one potential application is the computation of gauss szego quadrature formulas 12 given the associated schur parameters 7 the weights can also be computed by direct analogy with 6

symmetric spirals in media with relaxation kinetics and two diffusing species abstract we find an approximate solution for the shape and rotation frequency of spirals in excitable media with anti symmetric kinetics and diffusion in both species using singular perturbation theory we approximate the governing diffusion reaction system with a free boundary problem and then map this free boundary problem onto a fixed domain problem the resulting fixed domain problem is viewed as a nonlinear eigenvalue problem which can be solved iteratively using a numerical shooting algorithm solutions of the approximate free boundary problem are compared with numerical solutions of the full system of diffusion reaction equations and shown to be in good agreement

eigenvalue computation for unitary rank structured matrices in this paper we describe how to compute the eigenvalues of a unitary rank structured matrix in two steps first we perform a reduction of the given matrix into hessenberg form next we compute the eigenvalues of this resulting hessenberg matrix via an implicit qr algorithm along the way we explain how the knowledge of a certain shift correction term to the structure can be used to speed up the qr algorithm for unitary hessenberg matrices and how this observation was implicitly used in a paper due to william b gragg we also treat an analogue of this observation in the hermitian tridiagonal case

canonical forms for hamiltonian and symplectic matrices and pencils abstract we study canonical forms for hamiltonian and symplectic matrices or pencils under equivalence transformations which keep the class invariant in contrast to other canonical forms our forms are as close as possible to a triangular structure in the same class we give necessary and sufficient conditions for the existence of hamiltonian and symplectic triangular jordan kronecker and schur forms the presented results generalize results of lin and ho w w lin t c ho on schur type decompositions for hamiltonian and symplectic pencils technical report institute of applied mathematics national tsing hua university taiwan 1990 and simplify the proofs presented there

a numerical comparison of methods for solving secular equations numerical comparisons are carried out by the most prominent methods both second and higher order for solving secular equations these equations arise in several matrix problems and numerical linear algebra applications in addition to the comparisons we propose a new starting point our results show a clear advantage to higher order methods

efficient methods for solving a nonsymmetric algebraic riccati equation arising in stochastic fluid models we consider the nonsymmetric algebraic riccati equation xm12x xm11 m22x m21 0 where m11 m12 m21 m22 are real matrices of sizes n n n m m n m m respectively and m mij 2i j 1 is an irreducible singular m matrix with zero row sums the equation plays an important role in the study of stochastic fluid models where the matrix m is the generator of a markov chain the solution of practical interest is the minimal nonnegative solution this solution may be found by basic fixed point iterations newton s method and the schur method however these methods run into difficulties in certain situations in this paper we provide two efficient methods that are able to find the solution with high accuracy even for these difficult situations

perturbation and interlace theorems for the unitary eigenvalue problem abstract two aspects of the perturbation problem for the eigenvalues of a unitary matrix u are treated firstly analogues of the hoffman wielandt theorem and a weyl type theorem proved by bhatia and davis are derived which are based on a different measure of the distance of spectra using a suitable parametrization of the unit circle by an angle the new results are called tangent theorems in contrast to the first mentioned well known results which are sine theorems moreover we illuminate the unknown minimizing permutations in the above weyl type theorems with respect to their angles the eigenvalues of u and the perturbed matrix are naturally ordered on the unit circle counterclockwise after a point is cut on the unit circle we prove a well known open conjecture there exists a cutting point such that the weyl type theorems both sine and tangent are true when the ordered eigenvalues of u and are paired with each other secondly the cauchy interlacing theorem for hermitian matrices is generalized it is shown that certain modified principal submatrices of u called the modified kth leading principal submatrices have the property that their eigenvalues interlace those of u finally we discuss block reflectors appearing in the description of the modified principal submatrices and generalize a result of schreiber and parlett

numerical methods in control we study classical control problems like pole assignment stabilization linear quadratic control and h control from a numerical analysis point of view we present several examples that show the difficulties with classical approaches and suggest reformulations of the problems in a more general framework we also discuss some new algorithmic approaches

on monotonicity of zeros of paraorthogonal polynomials on the unit circle abstract the purpose of this note is to establish necessary and sufficient conditions for the monotonicity with respect to a real parameter of zeros of paraorthogonal polynomials on the unit circle it is also provided tractable sufficient conditions and an application example

trigonometric orthogonal systems and quadrature formulae quadrature rules with maximal even trigonometric degree of exactness are considered we give a brief historical survey on such quadrature rules special attention is given on an approach given by turetzkii a h turetzkii on quadrature formulae that are exact for trigonometric polynomials east j approx 11 3 2005 337 359 translation in english from uchenye zapiski vypusk 1 149 seria math theory of functions collection of papers izdatel stvo belgosuniversiteta imeni v i lenina minsk 1959 pp 31 54 the main part of the topic is orthogonal trigonometric systems on 0 email protected or on email protected p with respect to some weight functions w x we prove that the so called orthogonal trigonometric polynomials of semi integer degree satisfy a five term recurrence relation in particular we study some cases with symmetric weight functions also we present a numerical method for constructing the corresponding quadratures of gaussian type finally we give some numerical examples also we compare our method with other available methods

a numerical method for a generalized algebraic riccati equation in this paper we develop a numerical method for computing the semistabilizing solution of a generalized algebraic riccati equation gare the semistabilizing solution of such a gare has been used to characterize the solvability of the j j prime spectral factorization problem for general rational matrices which have poles and zeros on the extended imaginary axis the main difficulty for solving such a gare is that its associated skew hamiltonian hamiltonian pencil has eigenvalues on the extended imaginary axis consequently it is not clear which eigenspace of the associated skew hamiltonian hamiltonian pencil can characterize the desired semistabilizing solution i e it is not clear which eigenvectors and principal vectors corresponding to the eigenvalues on the extended imaginary axis should be contained in the eigenspace that we wish to compute and hence the well known generalized eigenvalue approach for the classical algebraic riccati equations cannot be directly employed for it our proposed method consists of computations of the eigendecomposition of the system pencil corresponding to the eigenvalues on the extended imaginary axis and the stable eigenspace of an augmented matrix pencil hence it is a generalization of the generalized eigenvalue approach for the classical algebraic riccati equations

an svd like matrix decomposition and its applications this author is supported by nsf under grant no eps 9874732 and matching support from the state of kansas

a symplectic method for approximating all the eigenvalues of a hamiltonian matrix a fast method for computing all the eigenvalues of a hamiltonian matrix m is given the method relies on orthogonal symplectic similarity transformations which preserve structure and have desirable numerical properties the algorithm is about four times faster than the standard q r algorithm the computed eigenvalues are shown to be the exact eigenvalues of a matrix m e where vert e vert depends on the square root of the machine precision the accuracy of a computed eigenvalue depends on its condition and its magnitude larger eigenvalues typically being more accurate

a numerically stable structure preserving method for computing the eigenvalues of real hamiltonian or symplectic pencils a new method is presented for the numerical computation of the generalized eigenvalues of real hamiltonian or symplectic pencils and matrices the method is numerically backward stable and preserves the structure i e hamiltonian or symplectic in the case of a hamiltonian matrix the method is closely related to the square reduced method of van loan but in contrast to that method which may suffer from a loss of accuracy of order sqrt varepsilon where varepsilon is the machine precision the new method computes the eigenvalues to full possible accuracy

a new method for computing the stable invariant subspace of a real hamiltonian matrix abstract a new backward stable structure preserving method of complexity o n3 is presented for computing the stable invariant subspace of a real hamiltonian matrix and the stabilizing solution of the continuous time algebraic riccati equation the new method is based on the relationship between the invariant subspaces of the hamiltonian matrix h and the extended matrix 0 h h 0 and makes use of the symplectic urv like decomposition that was recently introduced by the authors

a numerical method for computing the hamiltonian schur form we derive a new numerical method for computing the hamiltonian schur form of a hamiltonian matrix mathcal m in mathbb r 2n times 2n that has no purely imaginary eigenvalues we demonstrate the properties of the new method by showing its performance for the benchmark collection of continuous time algebraic riccati equations despite the fact that no complete error analysis for the method is yet available the numerical results indicate that if no eigenvalues of mathcal m are close to the imaginary axis then the method computes the exact hamiltonian schur form of a nearby hamiltonian matrix and thus is numerically strongly backward stable the new method is of complexity mathbf o n 3 and hence it solves a long standing open problem in numerical analysis

technical communique on delay robustness analysis of a simple control algorithm in high speed networks this paper focuses on the robustness analysis of a simple second order control algorithm for data transfer in high speed networks the model under consideration derived using a fluid approximation technique can be found in izmailov siam j contr optimiz 34 1996 1767 the novelty of the approach lies in characterizing the stability of the scheme in the delay parameter space where the delays correspond to the control time interval and to the round trip time respectively thus we shall compute some delay insensitive measures for the algorithm which give upper and lower bounds for the uncertainty in the knowledge of the round trip times

generalized averaged szegź quadrature rules szeg quadrature rules are commonly applied to integrate periodic functions on the unit circle in the complex plane however often it is difficult to determine the quadrature error recently spalevic introduced generalized averaged gauss quadrature rules for estimating the quadrature error obtained when applying gauss quadrature over an interval on the real axis we describe analogous quadrature rules for the unit circle that often yield higher accuracy than szeg rules using the same moment information and may be used to estimate the error in szeg quadrature rules

dispersion of traveling waves in the belousov zhabotinskii reaction abstract we use perturbation and numerical methods to calculate the dispersion relation for periodic wave train solutions of diffusion reaction equations modeling the belousov zhabotinskii reaction these results are compared with experimental data for the belousov zhabotinskii reagent and shown to be in good agreement

delayed controller design in communication networks via positive output feedback this paper addresses delayed controller design in communication networks cns with unstable open loop system employing the nyquist curve approach the sufficient and necessary conditions of the gains and the delays respectively are obtained the controllers are designed by using delayed positive output feedback some examples are presented to illustrate the effectiveness and simplicity of the designed controllers in both the time and frequency domains

quadrature formulas on the unit circle with prescribed nodes and maximal domain of validity in this paper we investigate the szego radau and szego lobatto quadrature formulas on the unit circle these are n m point formulas for which m nodes are fixed in advance with m 1 and m 2 respectively and which have a maximal domain of validity in the space of laurent polynomials this means that the free parameters free nodes and positive weights are chosen such that the quadrature formula is exact for all powers z j email protected email protected p with p p n m as large as possible