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An efficient algorithm to compute the real perturbation values of a matrix

Simon Lam and Edward J. Davison

Abstract

In this paper, an efficient algorithm is presented for solving the nonlinear 1-D optimization problem associated with computing the real perturbation values of an arbitrary complex matrix M in C^(q x l). The real perturbation values of a matrix is important in computing the real stability radius, the real controllability radius, the real decentralized fixed-mode radius, etc. of the control literature. This is because obtaining these radii requires solving a one or even two dimensional optimization problem involving real perturbation values. Hence, being able to quickly compute the real perturbation values of a matrix is crucial in such calculations. A numerical example is included to demonstrate the effectiveness of the proposed algorithm.