COMPUTING BOUNDS FOR THE STRUCTURED SINGULAR VALUE VIA AN INTERIOR POINT ALGORITHM
Ecole Nationale Supe · 1992
Wedescribe aninterior point algorithm forcomputingtheupper boundforthestructured singular value described in[1]. Wedemonstrate theperformance of thealgorithm onasimple example. 1.Notation R(C)stands forthesetofreal (complex) numbers. RmXn(CnXf) stands forthesetofreal (complex) m xnmatrices. ForM E Cmxm,det(M) stands forthedeterminant, omax(M) themaximum singular value andM thecomplex conjugate ofthetranspose ofM.Instands forthenxnidentity matrix.