Computing the closest singular matrix polynomial

Publication date 16 January 2023

Eigenvalues, singular values, and eigenvectors (15A18) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Numerical mathematical programming methods (65K05)

Abstract: Given a matrix polynomial

P l e f t (l a m b d a i g h t) = A_{0} + l a m b d a A_{1} + l d o t s + l a m b d a^{d} A_{d}

, with

A_{0}, l d o t s, A_{d}

complex (or real) matrices, in this paper we discuss an iterative method to compute the closest singular matrix polynomial

w i d e t i l d e P l e f t (l a m b d a i g h t)

, using the distance induced by the Frobenius norm. An important peculiarity of the approach we propose is the possibility to limit the perturbations to just a few matrices (we recall that in many examples some of the matrices may have a topological/combinatorial function which does not allow to change them) and also to include structural constraints, as the preservation of the sparsity pattern of one or more matrices

A_{i}

, as well as collective-like properties, like a palindromic structure. The iterative method is based on the numerical integration of the gradient system associated with a suitable functional which quantifies the distance to singularity of a matrix polynomial.

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