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arXiv 2302.10604math.NAcs.NA
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$T$ -回文束的不变子空间与代数$T$ -Riccati方程

Invariant subspaces of $T$-palindromic pencils and algebraic $T$-Riccati equations

Bruno Iannazzo, Beatrice Meini, Federico Poloni

摘要:

利用求解代数$\top$ -Riccati方程和计算$\top$ -回文矩阵束的某些收缩子空间之间的联系,我们得到了这两个问题的理论和计算结果.在理论上,我们引入了避免$\top$ -回文矩阵束模1特征值存在的条件和$\top$ -Riccati方程解存在的条件.在计算上,我们改进了回文QZ算法与一个新的排序过程,并引入新的算法来计算紧缩子空间的$\top$ -回文铅笔,基于二次化的铅笔或上的整表示的正交投影寻求紧缩子空间。

英文摘要:

By exploiting the connection between solving algebraic $\top$-Riccati equations and computing certain deflating subspaces of $\top$-palindromic matrix pencils, we obtain theoretical and computational results on both problems. Theoretically, we introduce conditions to avoid the presence of modulus-one eigenvalues in a $\top$-palindromic matrix pencil and conditions for the existence of solutions of a $\top$-Riccati equation. Computationally, we improve the palindromic QZ algorithm with a new ordering procedure and introduce new algorithms for computing a deflating subspace of the $\top$-palindromic pencil, based on quadraticizations of the pencil or on an integral representation of the orthogonal projector on the sought deflating subspace.

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