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In this paper we show how to construct diagonal scalings for arbitrary matrix pencils $\lambda B-A$, in which both $A$ and $B$ are complex matrices (square or nonsquare). The goal of such diagonal scalings is to "balance" in some sense the…

Numerical Analysis · Mathematics 2021-08-02 Froilán M. Dopico , María C. Quintana , Paul Van Dooren

The notion of root polynomials of a polynomial matrix $P(\lambda)$ was thoroughly studied in [F. Dopico and V. Noferini, Root polynomials and their role in the theory of matrix polynomials, Linear Algebra Appl. 584:37--78, 2020]. In this…

Optimization and Control · Mathematics 2022-10-07 Vanni Noferini , Paul Van Dooren

Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some…

Numerical Analysis · Mathematics 2008-09-23 Elias Jarlebring , Michiel E. Hochstenbach

A number of theoretical and computational problems for matrix polynomials are solved by passing to linearizations. Therefore a perturbation theory results for linearizations need to be related back to matrix polynomials. In this paper we…

Numerical Analysis · Mathematics 2020-08-06 Andrii Dmytryshyn

Let $k$ be a field and $n,a,b$ natural numbers. A matrix pencil $P$ is given by $n$ matrices of the same size with coefficients in $k$, say by $(b\times a)$-matrices, or, equivalently, by $n$ linear transformations $\alpha_i\:k^a \to k^b$…

Numerical Analysis · Mathematics 2017-05-02 Claus Michael Ringel

A real square matrix is Perron-like if it has a real eigenvalue $s$, called the principal eigenvalue of the matrix, and $\mbox{Re}\,\mu<s$ for any other eigenvalue $\mu$. Nonnegative matrices and symmetric ones are typical examples of this…

Numerical Analysis · Mathematics 2020-08-18 Desheng Li , Ruijing Wang

The eigenvalues of a matrix polynomial can be determined classically by solving a generalized eigenproblem for a linearized matrix pencil, for instance by writing the matrix polynomial in companion form. We introduce a general scaling…

Numerical Analysis · Mathematics 2009-12-13 Stéphane Gaubert , Meisam Sharify

Bundles of matrix pencils (under strict equivalence) are sets of pencils having the same Kronecker canonical form, up to the eigenvalues (namely, they are an infinite union of orbits under strict equivalence). The notion of bundle for…

Spectral Theory · Mathematics 2022-04-22 Fernando De Terán , Froilán M. Dopico

In the last decade matrix polynomials have been investigated with the primary focus on adequate linearizations and good scaling techniques for computing their eigenvalues and eigenvectors. In this article we propose a new method for…

Numerical Analysis · Mathematics 2017-06-19 Jared Aurentz , Thomas Mach , Leonardo Robol , Raf Vandebril , David S. Watkins

To understand the solution of a linear, time-invariant differential-algebraic equation, one must analyze a matrix pencil (A,E) with singular E. Even when this pencil is stable (all its finite eigenvalues fall in the left-half plane), the…

Numerical Analysis · Mathematics 2017-06-29 Mark Embree , Blake Keeler

Bundles of matrix polynomials are sets of matrix polynomials with the same size and grade and the same eigenstructure up to the specific values of the eigenvalues. It is known that the closure of the bundle of a pencil $L$ (namely, a matrix…

Numerical Analysis · Mathematics 2024-02-27 Fernando De Terán , Froilán M. Dopico , Vadym Koval , Patryk Pagacz

A generalized eigenvalue algorithm for tridiagonal matrix pencils is presented. The algorithm appears as the time evolution equation of a nonautonomous discrete integrable system associated with a polynomial sequence which has some…

Numerical Analysis · Mathematics 2016-01-19 Kazuki Maeda , Satoshi Tsujimoto

Many applications give rise to structured matrix polynomials. The problem of constructing structure-preserving strong linearizations of structured matrix polynomials is revisited in this work and in the forthcoming ones…

Numerical Analysis · Mathematics 2016-06-07 Heike Faßbender , Javier Perez , Nikta Shayanfar

A problem that is frequently encountered in a variety of mathematical contexts, is to find the common invariant subspaces of a single, or set of matrices. A new method is proposed that gives a definitive answer to this problem. The key idea…

General Mathematics · Mathematics 2024-08-29 Ahmad Y. Al-Dweik , Ryad Ghanam , Gerard Thompson , Hassan Azad

Linearization is a widely used method for solving polynomial eigenvalue problems (PEPs) and rational eigenvalue problem (REPs) in which the PEP/REP is transformed to a generalized eigenproblem and then solve this generalized eigenproblem…

Numerical Analysis · Mathematics 2023-05-23 Ranjan Kumar Das , Harish K. Pillai

We introduce a new class of structured matrix polynomials, namely, the class of M_A-structured matrix polynomials, to provide a common framework for many classes of structured matrix polynomials that are important in applications: the…

Numerical Analysis · Mathematics 2016-12-22 Froilán M. Dopico , Javier Pérez , Paul Van Dooren

Linearization is a standard approach in the computation of eigenvalues, eigenvectors and invariant subspaces of matrix polynomials and rational matrix value functions. An important source of linearizations are the so called Fiedler…

Category Theory · Mathematics 2023-11-27 Namita Behera , Avisek Bist , Volker Mehrmann

Hermitian linear matrix pencils are ubiquitous in control theory, operator systems, semidefinite optimization, and real algebraic geometry. This survey reviews the fundamental features of the matricial solution set of a linear matrix…

Functional Analysis · Mathematics 2024-07-12 Jurij Volčič

For each square matrix polynomial $P(\lambda)$ of odd degree, a block-symmetric block-tridiagonal pencil $\mathcal{T}_{P}(\lambda)$ was introduced by Antoniou and Vologiannidis in 2004, and a variation $\mathcal{R}_P(\lambda)$ was…

Numerical Analysis · Mathematics 2017-06-14 M. I. Bueno , F. M. Dopico , S. Furtado , L. Medina

It is well known that the generalized (or quotient) singular values of a matrix pair $(A, C)$ can be obtained from the generalized eigenvalues of a matrix pencil consisting of two augmented matrices. The downside of this reformulation is…

Numerical Analysis · Mathematics 2019-12-19 Ian N. Zwaan