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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

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…

Probability · Mathematics 2014-04-17 Piero Barone

The matrix pencil (A,B) = {tB-A | t \in C} is considered under the assumptions that A is entrywise nonnegative and B-A is a nonsingular M-matrix. As t varies in [0,1], the Z-matrices tB-A are partitioned into the sets L_s introduced by…

Rings and Algebras · Mathematics 2007-05-23 J. J. McDonald , D. D. Olesky , H. Schneider , M. J. Tsatsomeros , P. van den Driessche

Under the action of the general linear group with tensor structure, the ranks of matrices $A$ and $B$ forming an $m \times n$ pencil $A + \lambda B$ can change, but in a restricted manner. Specifically, with every pencil one can associate a…

Numerical Analysis · Mathematics 2018-06-20 José Henrique de Morais Goulart , Pierre Comon

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

Linearization is a standard method in the computation of eigenvalues and eigenvectors of matrix polynomials. In the last decade a variety of linearization methods have been developed in order to deal with algebraic structures and in order…

Numerical Analysis · Mathematics 2022-07-05 Namita Behera , Avisek Bist

In this paper, we introduce a new family of equations for matrix pencils that may be utilized for the construction of strong linearizations for any square or rectangluar matrix polynomial. We provide a comprehensive characterization of the…

Numerical Analysis · Mathematics 2017-02-27 Heike Fassbender , Philip Saltenberger

In the last decade, there has been a continued effort to produce families of strong linearizations of a matrix polynomial $P(\lambda)$, regular and singular, with good properties. As a consequence of this research, families such as the…

Numerical Analysis · Mathematics 2017-11-20 Maribel Bueno Cachadina , Madeleine Martin , Javier Pérez , Alexander Song , Irina Viviano

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

A number $\lambda \in \mathbb C $ is called an {\it eigenvalue} of the matrix polynomial $P(z)$ if there exists a nonzero vector $x \in \mathbb C^n$ such that $P(\lambda)x = 0$. Note that each finite eigenvalue of $P(z)$ is a zero of the…

Spectral Theory · Mathematics 2019-02-19 Công-Trình Lê , Thi-Hoa-Binh Du , Tran-Duc Nguyen

Generalized eigenvalue problems involving a singular pencil may be very challenging to solve, both with respect to accuracy and efficiency. While Part I presented a rank-completing addition to a singular pencil, we now develop two…

Numerical Analysis · Mathematics 2023-10-26 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

Loewner matrix pencils play a central role in the system realization theory of Mayo and Antoulas, an important development in data-driven modeling. The eigenvalues of these pencils reveal system poles. How robust are the poles recovered via…

Numerical Analysis · Mathematics 2019-10-29 Mark Embree , A. Cosmin Ionita

The nonlinear inverse problem of exponential data fitting is separable since the fitting function is a linear combination of parameterized exponential functions, thus allowing to solve for the linear coefficients separately from the…

Numerical Analysis · Mathematics 2023-06-13 Annie Cuyt , Wen-shin Lee

A new class of linearizations and $\ell$-ifications for $m\times m$ matrix polynomials $P(x)$ of degree $n$ is proposed. The $\ell$-ifications in this class have the form $A(x) = D(x) + (e\otimes I_m) W(x)$ where $D$ is a block diagonal…

Numerical Analysis · Mathematics 2015-06-25 Dario A. Bini , Leonardo Robol

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

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

We consider higher-dimensional generalizations of the normalized Laplacian and the adjacency matrix of graphs and study their eigenvalues for the Linial-Meshulam model $X^k(n,p)$ of random $k$-dimensional simplicial complexes on $n$…

Combinatorics · Mathematics 2015-08-26 Anna Gundert , Uli Wagner

We consider a matrix pencil whose coefficients depend on a positive parameter $\epsilon$, and have asymptotic equivalents of the form $a\epsilon^A$ when $\epsilon$ goes to zero, where the leading coefficient $a$ is complex, and the leading…

Spectral Theory · Mathematics 2007-05-23 Marianne Akian , Ravindra Bapat , Stephane Gaubert

In this paper, we show how to apply a theorem by L\^e D.T. and the author about linear families of curves on normal surface singularities to get new results in this area. The main concept used is a specific definition of {\em general…

Algebraic Geometry · Mathematics 2007-05-23 Romain Bondil

The standard way of solving a polynomial eigenvalue problem associated with a matrix polynomial starts by embedding the matrix coefficients of the polynomial into a matrix pencil, known as a strong linearization. This process transforms the…

Numerical Analysis · Mathematics 2018-03-19 Froilán M. Dopico , Javier Pérez , Paul Van Dooren