Related papers: Quaternionic left eigenvalue problem: a matrix rep…
In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that $\mathbf X_n$ is a $p\times n$ matrix whose elements are independent quaternion…
Given the equations of the first and the second order surfaces in multidimensional space, our goal is to construct a univariate polynomial one of the zeros of which coincides with the square of the distance between these surfaces. To…
The quaternion equation X^n=A is solved for any integer number n > 1. A is a given quaternion with komplex numbers as its elements. We use the isomorphism between quaternions and (4,4)-matrices to solve this equation.
In the algebra of complex quaternions $\mathbb{H(C)}$ we consider for the first time left- and right-$\psi$-hyperholomorphic functions. We justify the transition in left- and right-$\psi$-hyperholomorphic functions to a simpler basis i.e.…
In this paper we solve $m$-parameter eigenvalue problems ($m$EPs), with $m$ any natural number by representing the problem using Tensor-Trains (TT) and designing a method based on this format. $m$EPs typically arise when separation of…
As is well-known, the real quaternion division algebra $ {\cal H}$ is algebraically isomorphic to a 4-by-4 real matrix algebra. But the real division octonion algebra ${\cal O}$ can not be algebraically isomorphic to any matrix algebras…
The purpose of this note is to survey a methodology to solve systems of polynomial equations and inequalities. The techniques we discuss use the algebra of multivariate polynomials with coefficients over a field to create large-scale linear…
Given a quadratic two-parameter matrix polynomial Q, we develop a systematic approach to generating a vector space of linear two-parameter matrix polynomials. We identify a set of linearizations of Q that lie in the vector space. Finally,…
We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…
In this paper we give a new and simple algorithm to put any multivariate polynomial into a normal determinant form in which each entry has the form , and in each column the same variable appears. We also apply the algorithm to obtain a…
We compute the exact value of the squared condition number for the polynomial eigenvalue problem, when the input matrices have entries coming from the standard complex Gaussian distribution, showing that in general this problem is quite…
We propose polynomial-time algorithms for finding nontrivial zeros of quadratic forms with four variables over rational function fields of characteristic 2. We apply these results to find prescribed quadratic subfields of quaternion…
In this paper, we are concerned with the problem of locating the zeros of polynomials of a quaternionic variable with quaternionic coefficients. We derive some new Cauchy bounds for the zeros of a polynomial by virtue of maximum modulus…
In this paper, we investigate condition numbers of eigenvalue problems of matrix polynomials with nonsingular leading coefficients, generalizing classical results of matrix perturbation theory. We provide a relation between the condition…
We introduce the notion of characteristic function of a quaternionic matrix, whose roots are the left eigenvalues. We prove that for all $2\times 2$ matrices and for $3\times 3$ matrices having some zero entry outside the diagonal there is…
Let $m$ be any integer $\geq 3$. We consider the polynomial equation $$X^n + a_{n-1}\cdot X^{n-1} + \dots + a_1 \cdot X + a_0 \cdot I = O,$$ over $(m \times m)$-matrices $X$ with the real entries, where $I$ is the identity matrix, $O$ is…
We describe algorithms for computing eigenpairs (eigenvalue-eigenvector pairs) of a complex $n\times n$ matrix $A$. These algorithms are numerically stable, strongly accurate, and theoretically efficient (i.e., polynomial-time). We do not…
We introduce an estimation method of covariance matrices in a high-dimensional setting, i.e., when the dimension of the matrix, , is larger than the sample size . Specifically, we propose an orthogonally equivariant estimator. The…
In this paper, we first establish the convergence criteria of the residual iteration method for solving quadratic eigenvalue problem- s. We analyze the impact of shift point and the subspace expansion on the convergence of this method. In…
We present an extension of state-feedback pole placement for quaternionic systems, based on companion forms and the Ackermann formula. For controllable single-input quaternionic LTI models, we define a companion polynomial that annihilates…