Matrix quadratic equations column/row reduced factorizations and an inertia theorem for matrix polynomials
Karelin, Irina ; Lerer, Leonid
International Journal of Applied Mathematics and Computer Science, Tome 11 (2001), p. 1285-1310 / Harvested from The Polish Digital Mathematics Library

It is shown that a certain Bezout operator provides a bijective correspondence between the solutions of the matrix quadratic equation and factorizatons of a certain matrix polynomial (which is a specification of a Popov-type function) into a product of row and column reduced polynomials. Special attention is paid to the symmetric case, i.e. to the Algebraic Riccati Equation. In particular, it is shown that extremal solutions of such equations correspond to spectral factorizations of . The proof of these results depends heavily on a new inertia theorem for matrix polynomials which is also one of the main results in this paper.

Publié le : 2001-01-01
EUDML-ID : urn:eudml:doc:207556
@article{bwmeta1.element.bwnjournal-article-amcv11i6p1285bwm,
     author = {Karelin, Irina and Lerer, Leonid},
     title = {Matrix quadratic equations column/row reduced factorizations and an inertia theorem for matrix polynomials},
     journal = {International Journal of Applied Mathematics and Computer Science},
     volume = {11},
     year = {2001},
     pages = {1285-1310},
     zbl = {0995.15008},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-amcv11i6p1285bwm}
}
Karelin, Irina; Lerer, Leonid. Matrix quadratic equations column/row reduced factorizations and an inertia theorem for matrix polynomials. International Journal of Applied Mathematics and Computer Science, Tome 11 (2001) pp. 1285-1310. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-amcv11i6p1285bwm/

[000] Ando T. (1988): Matrix Qudratic Equations. — Sapporo, Japan: Hokkaido University Press.

[001] Anderson B.D.O. and Jury E.I. (1976): Generalized Bezoutian and Sylvester matrices in multivariable linear control. — IEEE Trans. Automat. Contr., Vol.AC-21, pp.551–556. | Zbl 0332.93032

[002] Ball J.A., Groenewald G., Kaashoek M.A. and Kim J. (1994): Column reduced rational matrix functions with given null-pole data in the complex plane. — Lin. Alg. Appl., Vol.203/204, pp.67–110. | Zbl 0809.15010

[003] Bart H., Gohberg I. and Kaashoek M.A. (1979): Minimal Factorization of Matrix and Operator Functions. — Basel: Birkhäuser. | Zbl 0424.47001

[004] Carlson D. and Shneider H. (1963): Inertia theorem for matrices: The semidefinite case. — Math. Anal. Appl., Vol.6, pp.430–446. | Zbl 0192.13402

[005] Dym H. (1991): A Hermite theorem for matrix polynomials, In: Operator Theory: Advances and Applications (H. Bart, I. Gohberg and M.A. Kaashoek, Eds), pp.191–214. | Zbl 0736.15009

[006] Dym H. and Young N.Y. (1990): A Shur-Cohn theorem for matrix polynomials. — Proc. Edinburgh Math. Soc., Vol.33, pp.337–366. | Zbl 0727.15009

[007] Gohberg I., Kaashoek M.A., Lerer L. and Rodman L. (1981): Common multiples and common divisors of matrix polynomials, I.: Spectral method. — Indiana Univ. Math. J., Vol.30, pp.321–356. | Zbl 0449.15015

[008] Gohberg I., Kaashoek M.A., Lerer L. and Rodman L. (1984): Minimal divisors of rational matrix functions with prescribed zero and pole structure, In: Operator theory: Advances and Applications. — Basel: Birkhäuser, pp.241–275. | Zbl 0541.47012

[009] Gohberg I., Kaashoek M.A. and Lancaster P. (1988): General theory of regular matrix polynomials and band Toeplitz operators. — Int. Eqns. Oper. Theory, Vol.6, pp.776–882. | Zbl 0671.15012

[010] Gohberg I., Lancaster P. and Rodman L. (1982): Matrix Polynomials. — New York: Academic Press.

[011] Gohberg I., Lancaster P. and Rodman L. (1983): Matrices and Indefinite Scalar Products. — Basel: Birkhiäuser.

[012] Gohberg I., Lerer L. and Rodman L. (1980): On factorization indices and completely decomposable matrix polynomials. — Tech. Rep., Tel-Aviv University, pp.47–80.

[013] Gomez G. and Lerer L. (1994): Generalized Bezoutian for analytic operator functions and inversion of stuctured operators, In: System and Networks: Mathematical Theory and Applications (U. Helmke, R. Mennicken and J. Saures, Eds.), Academie Verlag, pp.691– 696. | Zbl 0815.47010

[014] Haimovici J. and Lerer L. (1995): Bezout operators for analytic operator functions I: A gen-eral concept of Bezout operators. — Int. Eqns. Oper. Theory, Vol.21, pp.33–70. | Zbl 0824.47012

[015] Haimovici J. and Lerer L. (2001): Bezout operators for analytic operator functions II. — In preparation. | Zbl 0824.47012

[016] Hearon J.Z. (1977): Nonsingular solutions of T A − T B = C. — Lin. Alg. Appl., Vol.16, pp.57–65. | Zbl 0368.15007

[017] Ionescu V. and Weiss M. (1993): Continuous and discrete-time Riccati theory: A Popov- function approach. — Lin. Appl., Vol.193, pp.173–209. | Zbl 0802.93031

[018] Kailath T. (1980): Linear systems. — Engelwood Cliffs, N.J.: Prentice Hall. | Zbl 0454.93001

[019] Karelin I. and Lerer L. (2001): Generalized Bezoutian, factorization of rational matrix functions and matrix quadratic equations. — Oper. Theory Adv. Appl., Vol.122, pp.303–321. | Zbl 0984.47012

[020] Karelin I., Lerer L. and Ran A.C.M. (2001): J-symmetric factorizations and algebraic Riccati equation. — Oper. Theory: Adv. Appl., Vol.124, pp.319–360. | Zbl 0994.47021

[021] Lerer L. (1989): The matrix quadratic equations and factorization of matrix polynomials. — Oper. Theory: Adv. Appl., Vol.40, pp.279–324.

[022] Lancaster P. and Rodman L. (1995): Algebraic Riccati Equations. — Oxford: Oxford University Press. | Zbl 0836.15005

[023] Lerer L. and Ran A.C.M. (1996): J-pseudo spectral and J-inner-pseudo-outer factorizations for matrix polynomials. — Int. Eqns. Oper. Theory, Vol.29, pp.23–51. | Zbl 0896.47015

[024] Lerer L. and Rodman L. (1996a): Common zero structure of rational matrix functions. — J. Funct. Anal., Vol.136, pp.1–38. | Zbl 0859.15009

[025] Lerer L. and Rodman L. (1996b): Bezoutians of rational matrix functions. — J. Funct. Anal., Vol.141, pp.1–36. | Zbl 0979.15024

[026] Lerer L. and Rodman L. (1996c): Symmetric factorizations and locations of zeroes of rational matrix functions. — Lin. Multilin. Alg., Vol.40, pp.259–281. | Zbl 0866.15003

[027] Lerer L. and Rodman L. (1999): Bezoutian of rational matrix functions, matrix equations and factorizations. — Lin. Alg. Appl., Vol.302–303, pp.105–133. | Zbl 0958.15007

[028] Lerer L. and Tismenetsky M. (1982): The Bezoutian and the eigenvalue separation problem. — Int. Eqns. Oper. Theory, Vol.5, pp.386–445. | Zbl 0504.47020

[029] Rodman L. (1980): On extremal solutions of the algebraic Riccati equations, In: A.M.S. Lectures on Applied Math., Vol.18, pp.311–327.

[030] Rodman L. (1983): Maximal invariant neutral subspaces and an application to the algebraic Riccati equation. — Manuscript Math., Vol.43, pp.1–12. | Zbl 0521.15017

[031] Shayman M.A. (1983): Geometry of the algebraic Riccati equations. I, II. — SIAM J. Contr., Vol.21, pp.375–394 and 395–409. | Zbl 0537.93022