Eigenvalue placement for regular matrix pencils with rank one perturbations

Gernandt, Hannes; Trunk, Carsten GND

A regular matrix pencil sE-A and its rank one perturbations are considered. We determine the sets in \C\cup\{\infty\} which are the eigenvalues of the perturbed pencil. We show that the largest Jordan chains at each eigenvalue of sE-A may disappear and the sum of the length of all destroyed Jordan chains is the number of eigenvalues (counted with multiplicities) which can be placed arbitrarily in \C\cup\{\infty\}. We prove sharp upper and lower bounds of the change of the algebraic and geometric multiplicity of an eigenvalue under rank one perturbations. Finally we apply our results to a pole placement problem for a single-input differential algebraic equation with feedback.

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Gernandt, Hannes / Trunk, Carsten: Eigenvalue placement for regular matrix pencils with rank one perturbations. 2016.

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