Projectively and Weakly Simultaneously Diagonalizable Matrices and their Applications

DOI10.1137/22M1507656arXiv2205.13245OpenAlexW4390913763WikidataQ129847229 ScholiaQ129847229MaRDI QIDQ6180358FDOQ6180358

Authors: Wentao Ding, Jianze Li, Shuzhong Zhang 

Publication date: 19 January 2024

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

Abstract: Characterizing simultaneously diagonalizable (SD) matrices has been receiving considerable attention in the recent decades due to its wide applications and its role in matrix analysis. However, the notion of SD matrices is arguably still restrictive for wider applications. In this paper, we consider two error measures related to the simultaneous diagonalization of matrices, and propose several new variants of SD thereof; in particular, TWSD, TWSD-B, T_{m,n}-SD (SDO), DWSD and D_{m,n}-SD (SDO). Those are all weaker forms of SD. We derive various sufficient and/or necessary conditions of them under different assumptions, and show the relationships between these new notions. Finally, we discuss the applications of these new notions in, e.g., quadratically constrained quadratic programming (QCQP) and independent component analysis (ICA).

Full work available at URL: https://arxiv.org/abs/2205.13245

zbMATH Keywords

independent component analysissimultaneous diagonalizationcanonical formquadratically constrained quadratic programmingprojective simultaneous diagonalizationweak simultaneous diagonalization

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonlinear programming (90C30) Matrix pencils (15A22) Diagonalization, Jordan forms (15A20)

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