Generalized Eigenvalue Problems with Specified Eigenvalues

@inproceedings{Kressner2010GeneralizedEP,
  title={Generalized Eigenvalue Problems with Specified Eigenvalues},
  author={Daniel Kressner and Emre Mengi and Ivica Nakic and Ninoslav Truhar},
  year={2010}
}
We consider the distance from a (square or rectangular) matrix pencil to the nearest matrix pencil in 2-norm that has a set of specified eigenvalues. We derive a singular value optimization characterization for this problem and illustrate its usefulness for two applications. First, the characterization yields a singular value formula for determining the nearest pencil whose eigenvalues lie in a specified region in the complex plane. For instance, this enables the numerical computation of the… CONTINUE READING

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