Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting eigencomponents of interest from random vectors or matrices. This study extends a projection method for regular eigenproblems to the singular nonsquare case, thus replacing the standard matrix inverse in the resolvent with the pseudoinverse. The extended method involves complex moments given by the contour integrals of generalized resolvents associated with nonsquare matrices. We establish conditions such that the method gives all finite eigenvalues in a prescribed region in the complex plane. In numerical computations, the contour integrals are approximated using numerical quadratures. The primary cost lies in the solutions of linear least squares problems that arise from quadrature points, and they can be readily parallelized in practice. Numerical experiments on large matrix pencils illustrate this method. The new method is more robust and efficient than previous methods, and based on experimental results, it is conjectured to be more efficient in parallelized settings. Notably, the proposed method does not fail in cases involving pairs of extremely close eigenvalues, and it overcomes the issue of problem size.
In this paper we show how to construct diagonal scalings for arbitrary matrix pencils $λB-A$, in which both $A$ and $B$ are complex matrices (square or nonsquare). The goal of such diagonal scalings is to "balance" in some sense the row and column norms of the pencil. We see that the problem of scaling a matrix pencil is equivalent to the problem of scaling the row and column sums of a particular nonnegative matrix. However, it is known that there exist square and nonsquare nonnegative matrices that can not be scaled arbitrarily. To address this issue, we consider an approximate embedded probl…
A famous theorem by R. Brauer shows how to modify a single eigenvalue of a matrix by a rank-one update without changing the remaining eigenvalues. A generalization of this theorem (due to R. Rado) is used to change a pair of eigenvalues of a symplectic matrix S in a structure-preserving way to desired target values. Universal bounds on the relative distance between S and the newly constructed symplectic matrix S' with modified spectrum are given. The eigenvalues Segre characteristics of S' are related to those of S and a statement on the eigenvalue condition numbers of S' is derived. The main …
We obtain the generic complete eigenstructures of complex Hermitian $n\times n$ matrix pencils with rank at most $r$ (with $r\leq n$). To do this, we prove that the set of such pencils is the union of a finite number of bundle closures, where each bundle is the set of complex Hermitian $n\times n$ pencils with the same complete eigenstructure (up to the specific values of the finite eigenvalues). We also obtain the explicit number of such bundles and their codimension. The cases $r=n$, corresponding to general Hermitian pencils, and $r<n$ exhibit surprising differences, since for $r<n$ the gen…
This paper starts by deriving a factorization of the Loewner matrix pencil that appears in the data-driven modeling approach known as the Loewner framework and explores its consequences. The first is that the associated quadruple constructed from the data yields a model without requiring further processing. The second consequence is related to how sensitive the eigenvalues of the Loewner pencil are to perturbations. Based on an explicit generalized eigenvalue decomposition of this pencil and by making use of perturbation theory of matrix pencils, we explore two types of eigenvalue sensitivitie…
A unified approach to Fiedler-like pencils via strong block minimal bases pencils
University of California, Santa Barbara（加州大学圣塔芭芭拉分校）；Universidad Carlos III de Madrid（马德里卡洛斯三世大学）；KU Leuven（荷语鲁汶大学）；Dos Pueblos High School（多斯普埃洛高中）；University of Virginia（弗吉尼亚大学）
Given a possibly singular matrix polynomial $P(z)$, we study how the eigenvalues, eigenvectors, root polynomials, minimal indices, and minimal bases of the pencils in the vector space $\mathbb{DL}(P)$ introduced in Mackey, Mackey, Mehl, and Mehrmann [SIAM J. Matrix Anal. Appl. 28(4), 971-1004, 2006] are related to those of $P(z)$. If $P(z)$ is regular, it is known that those pencils in $\mathbb{DL}(P)$ satisfying the generic assumptions in the so-called eigenvalue exclusion theorem are strong linearizations for $P(z)$. This property and the block-symmetric structure of the pencils in $\mathbb{…
XLIM–DMI, UMR CNRS 7252, Faculté des Sciences et Techniques（XLIM-DMI，UMR CNRS 7252，理学院）；School of Mathematical Sciences, Raymond and Beverly Sackler Faculty of Exact Sciences, Tel-Aviv University（特拉维夫大学雷蒙德和贝弗利萨克勒精确科学学院数学系）；Dipartimento di Informatica, Università di Pisa（比萨大学计算机系）
This paper presents a definition for local linearizations of rational matrices and studies their properties. This definition allows us to introduce matrix pencils associated to a rational matrix that preserve its structure of zeros and poles in subsets of any algebraically closed field and also at infinity. Moreover, such definition includes, as particular cases, other definitions that have been used previously in the literature. In this way, this new theory of local linearizations captures and explains rigorously the properties of all the different pencils that have been used from the 1970's …
It is well known that the generalized (or quotient) singular values of a matrix pair $(A, C)$ can be obtained from the generalized eigenvalues of a matrix pencil consisting of two augmented matrices. The downside of this reformulation is that one of the augmented matrices requires a cross products of the form $C^*C$, which may affect the accuracy of the computed quotient singular values if $C$ has a large condition number. A similar statement holds for the restricted singular values of a matrix triplet $(A, B, C)$ and the additional cross product $BB^*$. This article shows that we can reformul…
Pole-swapping algorithms, which are generalizations of the QZ algorithm for the generalized eigenvalue problem, are studied. A new modular (and therefore more flexible) convergence theory that applies to all pole-swapping algorithms is developed. A key component of all such algorithms is a procedure that swaps two adjacent eigenvalues in a triangular pencil. An improved swapping routine is developed, and its superiority over existing methods is demonstrated by a backward error analysis and numerical tests. The modularity of the new convergence theory and the generality of the pole-swapping app…
Fast and backward stable computation of the eigenvalues and eigenvectors of matrix polynomials
Instituto de Ciencias Matemáticas, Universidad Autónoma de Madrid（马德里自治大学数学科学研究所）；Nazarbayev University（纳扎尔巴耶夫大学）；ISTI, Area della ricerca CNR（意大利国家研究委员会ISTI研究所）；KU Leuven（荷语鲁汶大学）；Washington State University（华盛顿州立大学）
The problem of computing recurrence coefficients of sequences of rational functions orthogonal with respect to a discrete inner product is formulated as an inverse eigenvalue problem for a pencil of Hessenberg matrices. Two procedures are proposed to solve this inverse eigenvalue problem, via the rational Arnoldi iteration and via an updating procedure using unitary similarity transformations. The latter is shown to be numerically stable. This problem and both procedures are generalized by considering biorthogonal rational functions with respect to a bilinear form. This leads to an inverse eig…
Loewner matrix pencils play a central role in the system realization theory of Mayo and Antoulas, an important development in data-driven modeling. The eigenvalues of these pencils reveal system poles. How robust are the poles recovered via Loewner realization? With several simple examples, we show how pseudospectra of Loewner pencils can be used to investigate the influence of interpolation point location and partitioning on pole stability, the transient behavior of the realized system, and the effect of noisy measurement data. We include an algorithm to efficiently compute such pseudospectra…
We analyze when an arbitrary matrix pencil is equivalent to a dissipative Hamiltonian pencil and show that this heavily restricts the spectral properties. In order to relax the spectral properties, we introduce matrix pencils with coefficients that have positive semidefinite Hermitian parts. We will make a detailed analysis of their spectral properties and their numerical range. In particular, we relate the Kronecker structure of these pencils to that of an underlying skew-Hermitian pencil and discuss their regularity, index, numerical range, and location of eigenvalues. Further, we study matr…
When computing the eigenstructure of matrix pencils associated with the passivity analysis of perturbed port-Hamiltonian descriptor system using a structured generalized eigenvalue method, one should make sure that the computed spectrum satisfies the symmetries that corresponds to this structure and the underlying physical system. We perform a backward error analysis and show that for matrix pencils associated with port-Hamiltonian descriptor systems and a given computed eigenstructure with the correct symmetry structure there always exists a nearby port-Hamiltonian descriptor system with exac…
We study the backward stability of running a backward stable eigenstructure solver on a pencil $S(λ)$ that is a strong linearization of a rational matrix $R(λ)$ expressed in the form $R(λ)=D(λ)+ C(λI_\ell-A)^{-1}B$, where $D(λ)$ is a polynomial matrix and $C(λI_\ell-A)^{-1}B$ is a minimal state-space realization. We consider the family of block Kronecker linearizations of $R(λ)$, which are highly structured pencils. Backward stable eigenstructure solvers applied to $S(λ)$ will compute the exact eigenstructure of a perturbed pencil $\widehat S(λ):=S(λ)+Δ_S(λ)$ and the special structure of $S(λ)…
We consider the problem of extracting a few desired eigenpairs of the buckling eigenvalue problem $Kx = λK_Gx$, where $K$ is symmetric positive semi-definite, $K_G$ is symmetric indefinite, and the pencil $K - λK_G$ is singular, namely, $K$ and $K_G$ share a non-trivial common nullspace. Moreover, in practical buckling analysis of structures, bases for the nullspace of $K$ and the common nullspace of $K$ and $K_G$ are available. There are two open issues for developing an industrial strength shift-invert Lanczos method: (1) the shift-invert operator $(K - σK_G)^{-1}$ does not exist or is extre…
Under the action of the general linear group with tensor structure, the ranks of matrices $A$ and $B$ forming an $m \times n$ pencil $A + λB$ can change, but in a restricted manner. Specifically, with every pencil one can associate a pair of minimal ranks, which is unique up to a permutation. This notion can be defined for matrix pencils and, more generally, also for matrix polynomials of arbitrary degree. In this paper, we provide a formal definition of the minimal ranks, discuss its properties and the natural hierarchy it induces in a pencil space. Then, we show how the minimal ranks of a pe…
In this work we present a rational Krylov subspace method for solving real large-scale polynomial eigenvalue problems with T-even (that is, symmetric/skew-symmetric) structure. Our method is based on the Even-IRA algorithm. To preserve the structure, a sparse T-even linearization from the class of block minimal bases pencils is applied. Due to this linearization, the Krylov basis vectors can be computed in a cheap way. A rational decomposition is derived so that our method explicitly allows for changes of the shift during the iteration. This leads to a method that is able to compute parts of t…
Fast and backward stable computation of roots of polynomials, Part II: backward error analysis; companion matrix and companion pencil
Universidad Autónoma de Madrid（马德里自治大学）；Nazarbayev University（纳扎尔巴耶夫大学）；Istituto di Scienza e Tecnologie dell Informazione ‘A. Faedo’ (ISTI), CNR（意大利国家研究委员会信息科学与技术研究所（ISTi））；University of Leuven, KU Leuven（鲁汶大学）；Washington State University（华盛顿州立大学）
This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed algorithms approximate these eigenvalues and associated eigenvectors by harmonic Rayleigh-Ritz projections on subspaces built by computing range spaces of rational matrix functions through randomized range finders. These rational matrix functions are designed so that directions associated with non-sought eigenvalues are dampened to (approximately) zero. Var…
A well known method to solve the Polynomial Eigenvalue Problem (PEP) is via linearization. That is, transforming the PEP into a generalized linear eigenvalue problem with the same spectral information and solving such linear problem with some of the eigenvalue algorithms available in the literature. Linearizations of matrix polynomials are usually defined using unimodular transformations. In this paper we establish a connection between the standard definition of linearization for matrix polynomials introduced by Gohberg, Lancaster and Rodman and the notion of polynomial system matrix introduce…
Contour integral methods for nonlinear eigenvalue problems seek to compute a subset of the spectrum in a bounded region of the complex plane. We briefly survey this class of algorithms, establishing a relationship to system realization techniques in control theory. This connection motivates a new general framework for contour integral methods (for linear and nonlinear eigenvalue problems), building on recent developments in multi-point rational interpolation of dynamical systems. These new techniques, which replace the usual Hankel matrices with Loewner matrix pencils, incorporate general inte…
