Nearest matrix polynomials with a specified elementary divisor

DOI10.1137/19M1286505MaRDI QIDQ5146619zbMATH OpenFDO

Authors Biswajit Das, Shreemayee Bora

Publication date 26 January 2021

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.01299

zbMATH Keywords

Toeplitz matrixJordan chainmatrix polynomialelementary divisor

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Toeplitz, Cauchy, and related matrices (15B05) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Nonlinear spectral theory, nonlinear eigenvalue problems (47J10)

Abstract: The problem of finding the distance from a given $nimesn$ matrix polynomial of degree $k$ to the set of matrix polynomials having the elementary divisor $(lambda-lambd{a}_0{)}^j,,jgeqslantr,$ for a fixed scalar $lambd{a}_0$ and $2leqslantrleqslantkn$ is considered. It is established that polynomials that are not regular are arbitrarily close to a regular matrix polynomial with the desired elementary divisor. For regular matrix polynomials the problem is shown to be equivalent to finding minimal structure preserving perturbations such that a certain block Toeplitz matrix becomes suitably rank deficient. This is then used to characterize the distance via two different optimizations. The first one shows that if $lambd{a}_0$ is not already an eigenvalue of the matrix polynomial, then the problem is equivalent to computing a generalized notion of a structured singular value. The distance is computed via algorithms like BFGS and Matlab's globalsearch algorithm from the second optimization. Upper and lower bounds of the distance are also derived and numerical experiments are performed to compare them with the computed values of the distance.

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Cited in

(7)

• Low rank perturbation of regular matrix polynomials
• Computing the nearest rank-deficient matrix polynomial
• Nearest rank deficient matrix polynomials
• Generalized eigenvalue problems with specified eigenvalues
• On neighbouring matrices with quadratic elementary divisors
• Nearest linearly structured polynomial matrix with some prescribed distinct eigenvalues
• Approximate zero polynomials of polynomial matrices and linear systems

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