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Backward Error Analysis for Eigenproblems Involving Conjugate Symplectic Matrices

  • Wei-wei Xu (a1), Wen Li (a2) and Xiao-qing Jin (a3)


Conjugate symplectic eigenvalue problems arise in solving discrete linear-quadratic optimal control problems and discrete algebraic Riccati equations. In this article, backward errors of approximate pairs of conjugate symplectic matrices are obtained from their properties. Several numerical examples are given to illustrate the results.


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*Corresponding author. Email (W. Xu)


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