TY - JOUR T1 - Backward Error Analysis for Eigenproblems Involving Conjugate Symplectic Matrices AU - Xu , Wei-Wei AU - Li , Wen AU - Jin , Xiao-Qing JO - East Asian Journal on Applied Mathematics VL - 4 SP - 312 EP - 326 PY - 2018 DA - 2018/02 SN - 5 DO - http://doi.org/10.4208/eajam.100115.170615a UR - https://global-sci.org/intro/article_detail/eajam/10815.html KW - Backward error, approximate eigenpairs, conjugate symplectic matrix. AB -

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.