An arithmetic for matrix pencils: theory and new algorithms (Q2498089): Difference between revisions

The authors introduce pencil-arithmetic operations which extend elementary formulas for sums and products of rational numbers and include the algebra of linear transformations as a special case. This gives a new perspective on several applications involving matrix pencils. A generalization of the matrix sign function is derived. The new generalized sign function is used to iteratively compute deflating subspaces of Hamiltonian/skew-Hamiltonian pencils. It turns out to be a structure preserving algorithm. Numerical experiments show that the new generalized matrix sign function gives a forward numerically stable method for extracting deflating subspaces.