Normal forms of ``near similarity transformations and linear matrix equations

DOI10.1016/S0024-3795(00)00112-9MaRDI QIDQ1587889zbMATH OpenFDO

Publication date 28 August 2001

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(00)00112-9

Arnold form difference equation Frobenius form functional equations Jordan form linear matrix equations matrix differential equation near similarity transformations normal forms similarity transformations singular perturbation triangular form

Mathematics Subject Classification ID

Canonical forms, reductions, classification (15A21) Matrix equations and identities (15A24) Matrices over function rings in one or more variables (15A54) Linear ordinary differential equations and systems (34A30) Additive difference equations (39A10)

Review text

Near similarity transformations are generated by some matrix equations. By a similarity transformation we mean the transformation \(A(t) \rightarrow T^{-1}(t)A(t)T(t)\), where \(A(t)\) and \(T(t)\) are \(n \times n\) complex matrix-valued functions \(A(t)= \sum_{k=0}^{\infty}A_kt^{-k}\) and \(T(t)= \sum_{k=-\infty}^{\infty}T_kt^{-k/p}\) with \(p\in {\mathbb N}\), \(m\in \mathbb{Z}\). \(A_k\), \(T_k\) could be matrices over any algebraically closed field \(\mathcal{F}\) of characteristic zero and \(t \in \mathcal{F}\). The linear change of variable \(Y=TX\) to the new matrix \(X\) generates the transformation \(A(t) \rightarrow T^{-1}(t)A(t)T(t)-t^{1-r} T^{-1}(t)T'(t)\). If \(r\) (Poincaré rank) \(> 0\), this transformation is called a near similarity transformation. The main subject of the study are normal forms of near similarity transformations. Normal forms of a matrix \(A(t)\) with respect to different types of similarity transformation could be reduced to e.~g. the standard Jordan form, triangular form, Frobenius form and Arnold form. These forms are used to solve various matrix problems as a singularly perturbed matrix differential equation, a difference equation or a linear matrix differential equation with irregular singularity \(t^{1-r}Y'(t) = A(t)Y(t)\), \(r\in {\mathbb N}\), where \(A(t)\) is determined by the reduction to its Jordan form.

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