Real factorization of positive semidefinite matrix polynomials

DOI10.1016/J.LAA.2023.12.005MaRDI QIDQ6187359zbMATH OpenOpenAlexFDO

Authors Sarah Gift, Hugo J. Woerdeman

Publication date 15 January 2024

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

Full work available at URL https://arxiv.org/abs/2301.13776

zbMATH Keywords

algebraic Riccati equationmatrix factorizationpositive semidefinite matrix polynomial

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Spaces with indefinite inner product (Kre?n spaces, Pontryagin spaces, etc.) (46C20) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Controllability (93B05)

Abstract: A real symmetric positive semidefinite matrix polynomial $Q(x)$ with square determinant that is not identically zero can be factored as ${\displaystyle }$Q(x) = G(x)^TG(x)${\displaystyle }$ where $G(x)$ is itself a real square matrix polynomial with degree half that of $Q(x)$. We provide a constructive proof of this fact, rooted in finding a skew-symmetric solution to a modified algebraic Riccati equation ${\displaystyle }$XSX - XR + R^TX + P = 0,${\displaystyle }$ where $P,R,S$ are real $nimesn$ matrices with $P$ and $S$ real symmetric.

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