Eigenvalue perturbation theory of structured real matrices and their sign characteristics under generic structured rank-one perturbations∗ Christian Mehlx Volker Mehrmannx Andr´eC. M. Ran{ Leiba Rodmank July 9, 2014 Abstract An eigenvalue perturbation theory under rank-one perturbations is developed for classes of real matrices that are symmetric with respect to a non-degenerate bilinear form, or Hamiltonian with respect to a non-degenerate skew-symmetric form. In contrast to the case of complex matrices, the sign characteristic is a cru- cial feature of matrices in these classes. The behavior of the sign characteristic under generic rank-one perturbations is analyzed in each of these two classes of matrices. Partial results are presented, but some questions remain open. Appli- cations include boundedness and robust boundedness for solutions of structured systems of linear differential equations with respect to general perturbations as well as with respect to structured rank perturbations of the coefficients. Key Words: real J-Hamiltonian matrices, real H-symmetric matrices, indefinite inner product, perturbation analysis, generic perturbation, rank-one perturbation, T - even matrix polynomial, symmetric matrix polynomial, bounded solution of differential equations, robustly bounded solution of differential equations, invariant Lagrangian subspaces. Mathematics Subject Classification: 15A63, 15A21, 15A54, 15B57. xInstitut f¨urMathematik, TU Berlin, Straße des 17. Juni 136, D-10623 Berlin, Germany. Email: fmehl,
[email protected]. {Afdeling Wiskunde, Faculteit der Exacte Wetenschappen, Vrije Universiteit Amsterdam, De Boele- laan 1081a, 1081 HV Amsterdam, The Netherlands and Unit for BMI, North West University, Potchef- stroom, South Africa. E-mail:
[email protected] kCollege of William and Mary, Department of Mathematics, P.O.Box 8795, Williamsburg, VA 23187-8795, USA.