English

Real Factorization of Positive Semidefinite Matrix Polynomials

Optimization and Control 2023-08-28 v2 Functional Analysis

Abstract

Suppose Q(x)Q(x) is a real n×nn\times n regular symmetric positive semidefinite matrix polynomial. Then it can be factored as Q(x)=G(x)TG(x),Q(x) = G(x)^TG(x), where G(x)G(x) is a real n×nn\times n matrix polynomial with degree half that of Q(x)Q(x) if and only if det(Q(x))\det(Q(x)) 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 XSXXR+RTX+P=0,XSX - XR + R^TX + P = 0, where P,R,SP,R,S are real n×nn\times n matrices with PP and SS real symmetric. In addition, we provide a detailed algorithm for computing the factorization.

Keywords

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}
}
R2 v1 2026-06-28T08:28:14.984Z