Publication

A Novel Iterative Method To Approximate Structured Singular Values

Daniel Kressner
2017
Journal Articles

Abstract

A novel method for approximating structured singular values (also known as values) is proposed and investigated. These quantities constitute an important tool in the stability analysis of uncertain linear control systems as well as in structured eigenvalue perturbation theory. Our approach consists of an inner-outer iteration. In the outer iteration, a Newton method is used to adjust the perturbation level. The inner iteration solves a gradient system associated with an optimization problem on the manifold induced by the structure. Numerical results and comparison with the well-known MATLAB function mussv, implemented in the MATLAB Control Toolbox, illustrate the behavior of the method.

Official source

https://infoscience.epfl.ch/entities/publication/7eca3ea3-eb5a-4c0f-aced-6ec1e39dd6af

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Daniel Kressner
2017
Journal Articles

Abstract

Official source

https://infoscience.epfl.ch/entities/publication/7eca3ea3-eb5a-4c0f-aced-6ec1e39dd6af

About this result

Related concepts (32)

Newton's method

In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valued function. The most basic version starts with a single-variable function f defined for a real variable x, the function's derivative f′, and an initial guess x0 for a root of f. If the function satisfies sufficient assumptions and the initial guess is close, then is a better approximation of the root than x0.

Iterative method

In computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the n-th approximation is derived from the previous ones. A specific implementation with termination criteria for a given iterative method like gradient descent, hill climbing, Newton's method, or quasi-Newton methods like BFGS, is an algorithm of the iterative method.

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In the mathematical subfield of numerical analysis, numerical stability is a generally desirable property of numerical algorithms. The precise definition of stability depends on the context. One is numerical linear algebra and the other is algorithms for solving ordinary and partial differential equations by discrete approximation. In numerical linear algebra, the principal concern is instabilities caused by proximity to singularities of various kinds, such as very small or nearly colliding eigenvalues.

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