Indefinite linear algebra and applications
indefinite inner productlinear differential and difference equationsmatrix polynomialRiccati equationtextbook
Research exposition (monographs, survey articles) pertaining to linear algebra (15-02) Quadratic and bilinear forms, inner products (15A63) Hermitian, skew-Hermitian, and related matrices (15B57) Linear ordinary differential equations and systems (34A30) Perturbations of ordinary differential equations (34D10) Additive difference equations (39A10) Spaces with indefinite inner product (Kre?n spaces, Pontryagin spaces, etc.) (46C20)
The present book is a revision and updating of a book by the three authors which was published in 1983 [Matrices and indefinite scalar products (1983; Zbl 0513.15006)]. The context of the subject is as follows. Consider the vector space \(\mathbb{C}^{n}\) with the usual inner product \(\left( ~,~\right) \). Every (nondegenerate) indefinite scalar product \(\left[ ~,~\right] \) on \(\mathbb{C}^{n}\) has the form \(\left[ x,y\right] =\left( Hx,y\right) \) where \(H\) is an invertible, nondefinite Hermitian matrix. The book is a study of the properties of \(\mathbb{C}^{n}\) and its operators with respect to such a scalar product. A large part of the book deals with the natural problem of classifying pairs \((A,H)\) (where \(A\) and \(H\) are \(n\times n\) matrices with \(H\) invertible, nondefinite Hermitian) in terms of the relation defined by: \((A_{1},H_{1} )\sim(A_{2},H_{2})\) if and only if there exists an invertible matrix \(T\) such that \(A_{1}=T^{-1}A_{2}T\) and \(H_{1}=T^{\ast}H_{2}T\). For example, an \(n\times n\) matrix \(A\) is \(H\)-selfadjoint when \([Ax,y]=[x,Ay]\) for all \(x,y\), and canonical forms for the classes of pairs \((A,H)\) where \(A\) is \(H\)-selfadjoint were already known to Weierstrass. The other main theoretical questions considered here deal with analytic functions of matrices, properties which are stable under small perturbations, and matrix polynomials \(L(\lambda)\) of the form \(A_{l}\lambda^{l}+\dots+A_{0}\) where the coefficients \(A_{i}\) are Hermitian \(n\times n\) matrices and \(A_{l}\) is invertible. For such matrix polynomials the companion matrix \[ C_{L}:=\left[ \begin{matrix} 0 & I & \dots & 0\\ 0 & 0 & \dots & 0\\ \vdots & \vdots & \ddots & \vdots\\ -\tilde{A}_{0} & -\tilde{A}_{1} & \dots & -\tilde{A}_{l-1} \end{matrix} \right] \text{ where }\tilde{A}_{i}:=A_{l}^{-1}A_{i}\text{ for each }i \] is \(H\)-selfadjoint with respect to a suitable \(nl\times nl\) Hermitian matrix \(H\) and \(H\) is nondefinite when \(n>1\), so some of the earlier results apply. The book ends with applications to analysis of the qualitative behaviour of solutions to linear differential and difference equations with constant coefficients and to the Riccati equation (\(XDX+XA+BX=C\) with \(D,A,B,C\) given rectangular matrices satisfying \(D=D^{\ast},C=C^{\ast}\) and \(A=B^{\ast}\)) which arises, for example, in optimization problems in systems theory. The book under review has a lot in common with the earlier book, although some material has been dropped, other material expanded and a few new topics added. Like the earlier book, the book is clearly written and could serve as a graduate text for students with a basic knowledge of linear algebra. Each chapter ends with a collection of straightforward exercises and a brief section on sources of the material. A substantial appendix outlines material which is used, but which might not be familiar to the student, such as the theory of perturbations of subspaces. A bibliography of 101 items lists a selection of the literature of the subject, including many books and papers to which the authors themselves have contributed.
- Finite-dimensional indefinite inner product spaces and applications in numerical analysis
- scientific article; zbMATH DE number 5024408
- Unitary equivalence in an indefinite scalar product: An analogue of singular-value decomposition
- scientific article; zbMATH DE number 3889718
- Definitizable operators and quasihyperbolic operator polynomials
- Singular-value-like decomposition for complex matrix triples
- On indecomposable normal matrices in spaces with indefinite salar product
- A block-symmetric linearization of odd degree matrix polynomials with optimal eigenvalue condition number and backward error
- Structure preserving eigenvalue embedding for undamped gyroscopic systems
- Representations and computations of \(\{2, 3^\sim \}\) and \(\{2, 4^\sim \}\)-inverses in indefinite inner product spaces
- Gleason's problem, rational functions and spaces of left-regular functions: the split-quaternion setting
- On isomorphisms of pseudo-Euclidean spaces with signature (p,n-p) for p=2,3
- Complete system of invariants of subspaces of Lorentzian space
- Representation of projectors involving Minkowski inverse in Minkowski space
- A method of indefinite Krylov subspace for eigenvalue problem
- Livsic-type determinantal representations and hyperbolicity
- Methods for computing weighted pseudoinverses and weighted normal pseudosolutions with singular weights
- Trace minimization principles for positive semi-definite pencils
- The Bauer-type factorization of matrix polynomials revisited and extended
- Extension and generalization properties of the weighted Minkowski inverse in a Minkowski space for an arbitrary matrix
- Morse index and stability of the planar \(N\)-vortex problem
- Multiplicative perturbation bounds for weighted polar decomposition
- Relative perturbation theory for quadratic Hermitian eigenvalue problems
- Simple forms for perplectic and symplectic normal matrices
- Square roots of H-nonnegative matrices
- On the existence of Schur-like forms for matrices with symmetry structures
- Nonlinear theory for coalescing characteristics in multiphase Whitham modulation theory
- Updating structured matrix pencils with no spillover effect on unmeasured spectral data and deflating pair
- An alternative canonical form for quaternionic H-unitary matrices
- Absolute parallelism for 2-nondegenerate CR structures via bigraded Tanaka prolongation
- The arithmetic-geometric mean inequality of indefinite type
- A Lagrangian approach to extremal curves on Stiefel manifolds
- A note on the structure of expansive matrices in indefinite inner product spaces
- On generalizing trace minimization principles
- \(J\)-states and quantum channels between indefinite metric spaces
- Random perturbations of matrix polynomials
- A contribution to the conditioning theory of the indefinite least squares problems
- Existence of minimizers for causal variational principles on compact subsets of momentum space in the homogeneous setting
- Extensions of symmetric operators that are invariant under scaling and applications to indicial operators
- Discrete analytic functions, structured matrices and a new family of moment problems
- Diagonalizability with respect to perplectic and pseudo-unitary similarity transformations
- The antitriangular factorization of skew-symmetric matrices
- Operators without eigenvalues in finite-dimensional vector spaces
- Existence and uniqueness of weighted pseudoinverses with nonsingular indefinite weights
- Dimensional reduction and scattering formulation for even topological invariants
- \(m\) th roots of \(H\)-selfadjoint matrices
- Simple forms and invariant subspaces of \(H\)-expansive matrices
- Duality of matrix pencils, Wong chains and linearizations
- Weighted pseudoinversion with indefinite weights
- Large vector spaces of block-symmetric strong linearizations of matrix polynomials
- Lorentzian affine hypersurfaces with an almost symplectic form
- Classification of linear mappings between indefinite inner product spaces
- Stability radii for real linear Hamiltonian systems with perturbed dissipation
- Stability of linear gyroscopic systems: a review
- Instability indices for matrix polynomials
- Error bounds in the gap metric for dissipative balanced approximations
- The hyperbolic Schur decomposition
- On mixed and componentwise condition numbers for indefinite least squares problem
- Signature and spectral flow of \(J\)-unitary \(\mathbb S^1\)-Fredholm operators
- On the choice of preconditioner for minimum residual methods for non-Hermitian matrices
- Eigenvalue perturbation theory of symplectic, orthogonal, and unitary matrices under generic structured rank one perturbations
- Canonical matrices of isometric operators on indefinite inner product spaces
- Lipschitz stability of canonical Jordan bases of \(H\)-selfadjoint matrices under structure-preserving perturbations
- Basic classes of matrices with respect to quaternionic indefinite inner product spaces
- Similarity vs unitary similarity and perturbation analysis of sign characteristics: complex and real indefinite inner products
- Generalized Minkowski space with changing shape
- Truncations of a class of pseudo-Hermitian tridiagonal matrices
- Classification of two-qubit states
- On a minimal solution for the indefinite multidimensional truncated moment problem
- Eigenvalue embedding problem for quadratic regular matrix polynomials with symmetry structures
- Affine hypersurfaces of arbitrary signature with an almost symplectic form
- Low-rank perturbation of regular matrix pencils with symmetry structures
- Distance problems for Hermitian matrix pencils with eigenvalues of definite type
- Pathological scattering by a defect in a slow-light periodic layered medium
- On the one-dimensional harmonic oscillator with a singular perturbation
- A review of canonical forms for selfadjoint matrix polynomials
- Jordan Structures and Lattices of Invariant Subspaces of Real Matrices
- New results for EP matrices in indefinite inner product spaces
- Sharp Weyl law for signed counting function of positive interior transmission eigenvalues
- On the sign characteristics of Hermitian matrix polynomials
- Spectra of semi-infinite quantum graph tubes
- Weighted pseudoinversion with singular weights
- Finite-dimensional indefinite inner product spaces and applications in numerical analysis
- The Algebraic Riccati Equation and Its Role in Indefinite Inner Product Spaces
- Normal forms for symplectic matrices
- Hermitian matrices of order 2 over the ring of finite fourier series with complex coefficients
- Hermitian matrix polynomials with real eigenvalues of definite type. I: Classification
- Perturbation theory of selfadjoint matrices and sign characteristics under generic structured rank one perturbations
- Unitary equivalence to a complex symmetric matrix: low dimensions
- Standard triples of structured matrix polynomials
- Locally definite normal operators in Kreĭn spaces
- A Class of Maps in an Algebra with Indefinite Metric
- Projection pencils of quadrics and Ivory's theorem
- Lipschitz properties of structure preserving matrix perturbations
- On algebraic stability of general linear methods and peer methods
- The characteristic polynomial of linear pencils of small size and the numerical range
- Images of quantum representations of mapping class groups and Dupont-Guichardet-Wigner quasi-homomorphisms
- \(m\)-projections involving Minkowski inverse and range symmetric property in Minkowski space
- Optimally conditioned instrumental variable approach for frequency-domain system identification
- Krein-Langer factorization and related topics in the slice hyperholomorphic setting
- Moore-Penrose inverses of Gram matrices leaving a cone invariant in an indefinite inner product space
- Spectral theory for self-adjoint quadratic eigenvalue problems -- a review
- On the density of semisimple matrices in indefinite scalar product spaces
- Characterization of matrices using \(m\)-projectors and singular value decomposition in Minkowski space
- The indefinite Lanczos J-biothogonalization algorithm for solving large non-J-symmetric linear systems
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