Preserving spectral properties of structured matrices under structured perturbations
Applications of generalized inverses (15A10) Eigenvalues, singular values, and eigenvectors (15A18) Diagonalization, Jordan forms (15A20) Quadratic and bilinear forms, inner products (15A63) Applications of Clifford algebras to physics, etc. (15A67) Invariant subspaces of linear operators (47A15) Perturbation theory of linear operators (47A55)
In applications it is often desired to change/perturb a given matrix \(A\in M_n(\mathbb{C})\) so that its ``bad attributes are replaced by the desired ones, while its ``good attributes remain unchanged. Such perturbations are called \textit{non spill-over}. The main results of the paper give parametric formulae to find all non spill-over perturbations in the case of two different attributes. This is done for unstructured matrices as well as for two types of structured matrices: the Lie type, \[\mathbb{L}:=\{A;\;\;A^{[\ast]}=-A\},\] and the Jordan type, \[\mathbb{J}=\{A;\;\;A^{[\ast]}=A\},\] where either \(A^{[\ast]}=H^{-1}A^{T} H\) or \(A^{[\ast]}=H^{-1}A^{\ast} H\) is the adjoint with respect to a bilinear form \((x,y)\mapsto x^THy\) or a sesquilinear form \((x,y)\mapsto x^\ast Hy\), respectively; in both forms \(H\) is a unitary (skew)Hermitian matrix. More specifically, all perturbations \(\Delta A\) for which a given subspace becomes (or remains) an invariant subspace of \((A+\Delta A)\) are found for unstructured matrices and structured matrices of Lie and Jordan type. Similar results are obtained also for all perturbations such that \((A+\Delta A)\) leaves invariant a given complementary pair of invariant subspaces. Moreover, all (non spill-over) structured perturbations which change specific eigenvalues but leave invariant the corresponding generalized eigenvectors are found. The formulae typically require computing the Moore-Penrose inverse, sometimes also the eigensystem, and are too long to be given in this review. Here is an example: if \(\mathcal{X}\subseteq\mathbb{C}^n\) is a \(p\)-dimensional invariant subspace for a matrix \(A\), then each perturbation \(\Delta A\) such that \(\mathcal{X}\) remains invariant for \((A+\Delta A)\) takes the form \[\Delta A=X(\Lambda_a-\Lambda)X^\dagger+Z(I-XX^\dagger).\] Here, \(X\) is an \(n\)-by-\(p\) matrix whose columns span \(\mathcal{X}\), \(X^\dagger\) its Moore-Penrose inverse, \(\Lambda\in M_p(\mathbb{C})\) is such that \(AX=X\Lambda\), while \(\Lambda_a\in M_{p}(\mathbb{C})\) and \(Z\in M_n(\mathbb{C})\) are arbitrary.
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- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- scientific article; zbMATH DE number 2212009 (Why is no real title available?)
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