Completion of a Matrix so that the Inverse has Minimum Norm. Application to the Regularization of Descriptor Control Problems
We discuss the problem of minimizing the spectral norm of the inverse of a matrix, when a submatrix of the matrix can be chosen arbitrarily. In a recent paper by the authors , it was shown that the solution of this problem can be discussed in a similar way as the problem of minimizing the norm of the matrix in terms of matrix Riccati inequalities.
Here we review the results for the norm of the inverse and then apply these results to the robust regularization of descriptor control problems. We also describe a numerical method and give numerical examples.
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