Smoothness of Hessenberg and bidiagonal forms (Q931343)

The authors explore the degree of differentiability of transformations of a matrix valued function \(A=A(t)\) of one real variable to Hessenberg and bidiagonal form, respectively. The theory is based on the relation between the Hessenberg and bidiagonal form and the \(QR\) factorization of the associated Krylov matrix valued function \(K(t)=[v,A(t)v, \dots , A^{n-1}(t)v]\). The authors use the Krylov function \(K(t)\) to give an existence result of the orthogonal matrix \(Q(t)\) to transform \(A(t)\) to an unreduced upper Hessenberg matrix \(H(t)\) for all \(t.\) Analogously, the Krylov matrix valued function is used to show the existence of the orthogonal matrices \(U(t),~V(t)\) which reduce \(A(t)\) into unreduced upper bidiagonal form. The first of the two main theorems of the paper says that for \(A:t \in R\longrightarrow A(t) \in {\mathbb R}^{n \times n}\), of class \({C}^k\), \(k \geq 1\), generically, there is an essentially unique \({C}^k\) upper Hessenberg form. The second one shows that in a similar way uniqueness is obtained also for the case of the bidiagonal form. In the last part of the paper, the theory is applied to an example of Procrustes type.