Computation of the nearest structured matrix triplet with common null space

09/13/2021

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by   Nicola Guglielmi, et al.

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GranSassoScienceInst

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Berlin Institute of Technology (Technische Universität Berlin)

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We study computational methods for computing the distance to singularity, the distance to the nearest high index problem, and the distance to instability for linear differential-algebraic systems (DAEs) with dissipative Hamiltonian structure. While for general unstructured DAEs the characterization of these distances is very difficult, and partially open, it has been recently shown that for dissipative Hamiltonian systems and related matrix pencils there exist explicit characterizations. We will use these characterizations for the development of computational methods to compute these distances via methods that follow the flow of a differential equation converging to the smallest perturbation that destroys the property of regularity, index one or stability.