A new inertia theorem for Stein equations, inertia of invertible Hermitian block Toeplitz matrices and matrix orthogonal polynomials (Q1416668)

The new inertia result is derived for Stein matrix equations of the form \[ H - A^*HA = Q \] with an indefinite right hand side, where \(H\) and \(Q\) are Hermitian matrices. An inertia theory based on the Stein equation gives the connection between the eigenvalue location of the matrix \(A\) with respect to the unit circle and the eigenvalues location of \(H\) with respect to the imaginary line. For derivation of this new inertia theorem an extension result for isometries in indefinite inner product spaces is used. Then, the connection between the inertia of an invertible Hermitian block Toeplitz matrix \(T_n=(t_{i-j})_{i, j=0}^n\) and certain associated orthogonal matrix polynomials is found for the case when the \((0, 0)\)-block entry of the inverse of \(T_n\) is indefinite. When deriving this connection the new inertia theorem for Stein equations and some earlier results on matrix orthogonal polynomials are applied. Two numerical examples are given.