Real Factorization of Positive Semidefinite Matrix Polynomials
Optimization and Control
2023-08-28 v2 Functional Analysis
Abstract
Suppose is a real regular symmetric positive semidefinite matrix polynomial. Then it can be factored as where is a real matrix polynomial with degree half that of if and only if is the square of a nonzero real polynomial. We provide a constructive proof of this fact, rooted in finding a skew-symmetric solution to a modified algebraic Riccati equation where are real matrices with and real symmetric. In addition, we provide a detailed algorithm for computing the factorization.
Cite
@article{arxiv.2301.13776,
title = {Real Factorization of Positive Semidefinite Matrix Polynomials},
author = {Sarah Gift and Hugo J. Woerdeman},
journal= {arXiv preprint arXiv:2301.13776},
year = {2023}
}