Solving matrix nearness problems via Hamiltonian systems, matrix factorization, and optimization (original) (raw)

Abstract

These notes were written for the summer school on "Recent stability issues for linear dynamical systems-Matrix nearness problems and eigenvalue optimization" organized by Nicola Guglielmi and Christian Lubich at the Centro Internazionale Matematico Estivo (CIME) in September 2021; see http://php.math.unifi.it/users/cime/Courses/2021/course.php?codice=20216\. The aim of these notes is to summarize our recent contributions to compute nearest stable systems from unstable ones, namely Slides The slides presented during the summer school are available from https://www.dropbox. com/s/b33wd0j9pyiflar/CIME_Gillis_slides.pdf?dl=0. We thank our collaborators, Volker Mehrmann, Michael Karow and Neelam Choudhary for the fruitful and enjoyable moments spent working on these problems.

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