Nearest pair with more nonconstant invariant factors and pseudospectrum (Q5953717): Difference between revisions

For a given pair of matrices \((A,B)\in \mathbb{C}^{n\times n} \times \mathbb{C}^{n \times m}\) the nearest pair to this one with more nonconstant factors and the corresponding pseudospectrum is studied. Here, the invariant factors refer to the invariant factors of the polynomial matrix \(\lambda[I_n,O]-[A,B]\) and the geometric multiplicity greater than one means that the corresponding factor is not constant. More precisely, given a pair \((A,B)\) with \(k\) nonconstant invariant factors the minimum distance from this pair to a pair \((A',B')\) with more than \(k\) nonconstant invariant factors is obtained as the minimum absolute value of the greatest \((n-(k-1))\)th singular value of the matrix \(\lambda[I_n,O]-[A,B]\), for all \(\lambda \in \mathbb{C}\). This result is a generalization of the Eising formula when \(k=1\). In addition, an expression for the pair \((A',B')\) is given as a function of the pair \((A,B)\), singular values and left and right singular vectors of the polynomial matrix \(\lambda[I_n,O]-[A,B]\). The real case is studied with details showing that the result is true when \(k>n/2\), but the authors construct a counterexample for \(k\leq n/2\). At the same time, they prove the correct statement in the real case given by \textit{D. L. Boley} and \textit{W. S. Lu} [IEEE Trans. Autom. Control AC-31, 249-251 (1986)]. In the last part of the paper, the pseudospectrum of a pair \((A,B)\) is studied, determining the eigenvalues of all pairs \((A',B')\) that are sufficiently close to the given pair. The pseudospectrum of the pair \((A,B)\) of radius \(\varepsilon\) is the set \(\{\lambda \in \mathbb{C} : \sigma_n(\lambda[I_n,O]-[A,B])\leq \varepsilon\}\). This set can be written as the union of the sets of eigenvalues of all pairs \((A',B')\). All results apply to the dual pair \((A,C)\) of \((A,B)\).