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关于双参数矩阵束问题

On the Two-parameter Matrix pencil Problem

S. K. Gungah, F. F. Alsubaie, I. M. Jaimoukha

AI总结:

本文解决了双参数矩阵束问题,通过膨胀与对称性压缩将其等价转化为一组单参数问题,并在 $m=n+1$ 条件下证明其等价于联立特征值问题,提出了通用求解算法。

摘要:

多参数矩阵束问题(MPP)是单参数 MPP 的推广:给定一组 $m\times n$ 复矩阵 $A_0,\ldots, A_r$,其中 $m\ge n+r-1$,要求找到所有不全为零的复标量 $λ_0,\ldots,λ_r$,使得矩阵束 $A(λ)=\sum_{i=0}^rλ_iA_i$ 丢失列秩,以及相应的非零复向量 $x$ 满足 $A(λ)x=0$。该问题与著名的多参数特征值问题相关,不同之处在于这里只有一个矩阵束,且关键的是,矩阵不一定是方阵。本文给出了双参数 MPP 的完整解决方案。首先,实施一个膨胀过程,证明双参数 MPP 等价于一组三个 $m^2\times n^2$ 的联立单参数 MPP。这些问题以 Kronecker 交换算子(涉及原始矩阵)的形式给出,展现出若干对称性。分析这些对称性,随后利用它们将单参数 MPP 的维度压缩至 $\frac{m(m-1)}{2}\times\frac{n(n+1)}{2}$,从而简化其数值求解。在 $m=n+1$ 的情况下,证明双参数 MPP 至少有一个解,且通常有 $\frac{n(n+1)}{2}$ 个解;此外,在秩假设下,Kronecker 行列式算子满足交换性质。利用这一点证明双参数 MPP 等价于一组三个联立特征值问题。提出通用求解算法,并给出数值算例以概述所提算法的流程。

英文摘要:

The multiparameter matrix pencil problem (MPP) is a generalization of the one-parameter MPP: given a set of $m\times n$ complex matrices $A_0,\ldots, A_r$, with $m\ge n+r-1$, it is required to find all complex scalars $λ_0,\ldots,λ_r$, not all zero, such that the matrix pencil $A(λ)=\sum_{i=0}^rλ_iA_i$ loses column rank and the corresponding nonzero complex vector $x$ such that $A(λ)x=0$. This problem is related to the well-known multiparameter eigenvalue problem except that there is only one pencil and, crucially, the matrices are not necessarily square. In this paper, we give a full solution to the two-parameter MPP. Firstly, an inflation process is implemented to show that the two-parameter MPP is equivalent to a set of three $m^2\times n^2$ simultaneous one-parameter MPPs. These problems are given in terms of Kronecker commutator operators (involving the original matrices) which exhibit several symmetries. These symmetries are analysed and are then used to deflate the dimensions of the one-parameter MPPs to $\frac{m(m-1)}{2}\times\frac{n(n+1)}{2}$ thus simplifying their numerical solution. In the case that $m=n+1$ it is shown that the two-parameter MPP has at least one solution and generically $\frac{n(n+1)}{2}$ solutions and furthermore that, under a rank assumption, the Kronecker determinant operators satisfy a commutativity property. This is then used to show that the two-parameter MPP is equivalent to a set of three simultaneous eigenvalue problems. A general solution algorithm is presented and numerical examples are given to outline the procedure of the proposed algorithm.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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