Related papers: A generalized inverse eigenvalue problem and $m$-f…
The problem of computing recurrence coefficients of sequences of rational functions orthogonal with respect to a discrete inner product is formulated as an inverse eigenvalue problem for a pencil of Hessenberg matrices. Two procedures are…
The stated paper is dedicated to one of the inverse problems of spectral theory. It is necessary to define matrix (constant) coefficients of some quadratic pencil, if the eigenvalues of this pencil are known. Furthermore, it is known that…
Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…
Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…
This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…
Eigenvalue and eigenpair backward errors are computed for matrix pencils arising in optimal control. In particular, formulas for backward errors are developed that are obtained under block-structure-preserving and…
The current general form of the well-known Eigenvalue Interlacing Theorem states that, given an $N \times N$ Hermitian matrix $P$, the eigenvalues of the matrix product $Q^{H} P Q$ will interlace those of $P$ if the columns of the $N \times…
We consider a pencil of matrix Sturm-Liouville operators on a finite interval. We study properties of its spectral characteristics and inverse problems that consist in recovering of the pencil by the spectral data: eigenvalues and…
The paper studies a general inverse eigenvalue problem which contains as special cases many well studied pole placement and matrix extension problems. It is shown that the studied problem corresponds on the geometric side to a central…
It is possible to generalize the fruitful interaction between (real or complex) Jacobi matrices, orthogonal polynomials and Pade approximants at infinity by considering rational interpolants, (bi-)orthogonal rational functions and linear…
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…
This paper presents a definition for local linearizations of rational matrices and studies their properties. This definition allows us to introduce matrix pencils associated to a rational matrix that preserve its structure of zeros and…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
We present two algorithms for constructing orthonormal bases of rational function vectors with respect to a discrete inner product, and discuss how to use them for a rational approximation problem. Building on the pencil-based formulation…
Given a right eigenvector $x$ and a left eigenvector $y$ associated with the same eigenvalue of a matrix $A$, there is a Hermitian positive definite matrix $H$ for which $y=Hx$. The matrix $H$ defines an inner product and consequently also…
This paper deals with differential pencils possessing a term depending on the unknown function with a fixed argument. We deduce the so called main equation together with its fine structure for the spectral problem. Then, according to the…
A matrix $P$ is said to be a nontrivial generalized reflection matrix over the real quaternion algebra $\mathbb{H}$ if $P^{\ast }=P\neq I$ and $P^{2}=I$ where $\ast$ means conjugate and transpose. We say that $A\in\mathbb{H}^{n\times n}$ is…
This paper solves the rational noncommutative analog of Hilbert's 17th problem: if a noncommutative rational function is positive semidefinite on all tuples of hermitian matrices in its domain, then it is a sum of hermitian squares of…
Consider a monic linear pencil $L(x) = I - A_1x_1 - \cdots - A_gx_g$ whose coefficients $A_j$ are $d \times d$ matrices. It is naturally evaluated at $g$-tuples of matrices $X$ using the Kronecker tensor product, which gives rise to its…
This paper presents a fast, randomized divide-and-conquer algorithm for the definite generalized eigenvalue problem, which corresponds to pencils $(A,B)$ in which $A$ and $B$ are Hermitian and the Crawford number $\gamma(A,B) =…