Symmetric linearizations for matrix polynomials

被引:90
作者
Higham, Nicholas J.
Mackey, D. Steven
Mackey, Niloufer
Tisseur, Francoise
机构
[1] Univ Manchester, Sch Math, Manchester M60 1QD, Lancs, England
[2] Western Michigan Univ, Dept Math, Kalamazoo, MI 49008 USA
基金
英国工程与自然科学研究理事会;
关键词
matrix polynomial; matrix pencil; linearization; companion form; quadratic eigenvalue problem; vector space; block symmetry; Hermitian; Hankel;
D O I
10.1137/050646202
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A standard way of treating the polynomial eigenvalue problem P(lambda)x = 0 is to convert it into an equivalent matrix pencil-a process known as linearization. Two vector spaces of pencils L-1(P) and L-2(P), and their intersection DL(P), have recently been defined and studied by Mackey, Mackey, Mehl, and Mehrmann. The aim of our work is to gain new insight into these spaces and the extent to which their constituent pencils inherit structure from P. For arbitrary polynomials we show that every pencil in DL(P) is block symmetric and we obtain a convenient basis for DL(P) built from block Hankel matrices. This basis is then exploited to prove that the first deg(P) pencils in a sequence constructed by Lancaster in the 1960s generate DL(P). When P is symmetric, we show that the symmetric pencils in L-1(P) comprise DL(P), while for Hermitian P the Hermitian pencils in L-1(P) form a proper subset of DL(P) that we explicitly characterize. Almost all pencils in each of these subsets are shown to be linearizations. In addition to obtaining new results, this work provides a self-contained treatment of some of the key properties of DL(P) together with some new, more concise proofs.
引用
收藏
页码:143 / 159
页数:17
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