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2001 | 11 | 6 | 1285-1310

Tytuł artykułu

Matrix quadratic equations column/row reduced factorizations and an inertia theorem for matrix polynomials

Treść / Zawartość

Warianty tytułu

Języki publikacji

EN

Abstrakty

EN
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.

Rocznik

Tom

11

Numer

6

Strony

1285-1310

Opis fizyczny

Daty

wydano
2001

Twórcy

  • Department of Mathematics, Technion-Israel Institute of Technology, Haifa 32000, Israel
autor
  • Department of Mathematics, Technion-Israel Institute of Technology, Haifa 32000, Israel

Bibliografia

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  • 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.
  • 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.
  • Bart H., Gohberg I. and Kaashoek M.A. (1979): Minimal Factorization of Matrix and Operator Functions. — Basel: Birkhäuser.
  • Carlson D. and Shneider H. (1963): Inertia theorem for matrices: The semidefinite case. — Math. Anal. Appl., Vol.6, pp.430–446.
  • 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.
  • Dym H. and Young N.Y. (1990): A Shur-Cohn theorem for matrix polynomials. — Proc. Edinburgh Math. Soc., Vol.33, pp.337–366.
  • 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.
  • 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.
  • 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.
  • Gohberg I., Lancaster P. and Rodman L. (1982): Matrix Polynomials. — New York: Academic Press.
  • Gohberg I., Lancaster P. and Rodman L. (1983): Matrices and Indefinite Scalar Products. — Basel: Birkhiäuser.
  • Gohberg I., Lerer L. and Rodman L. (1980): On factorization indices and completely decomposable matrix polynomials. — Tech. Rep., Tel-Aviv University, pp.47–80.
  • 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.
  • 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.
  • Haimovici J. and Lerer L. (2001): Bezout operators for analytic operator functions II. — In preparation.
  • Hearon J.Z. (1977): Nonsingular solutions of T A − T B = C. — Lin. Alg. Appl., Vol.16, pp.57–65.
  • Ionescu V. and Weiss M. (1993): Continuous and discrete-time Riccati theory: A Popov- function approach. — Lin. Appl., Vol.193, pp.173–209.
  • Kailath T. (1980): Linear systems. — Engelwood Cliffs, N.J.: Prentice Hall.
  • 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.
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  • Lerer L. (1989): The matrix quadratic equations and factorization of matrix polynomials. — Oper. Theory: Adv. Appl., Vol.40, pp.279–324.
  • Lancaster P. and Rodman L. (1995): Algebraic Riccati Equations. — Oxford: Oxford University Press.
  • 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.
  • Lerer L. and Rodman L. (1996a): Common zero structure of rational matrix functions. — J. Funct. Anal., Vol.136, pp.1–38.
  • Lerer L. and Rodman L. (1996b): Bezoutians of rational matrix functions. — J. Funct. Anal., Vol.141, pp.1–36.
  • Lerer L. and Rodman L. (1996c): Symmetric factorizations and locations of zeroes of rational matrix functions. — Lin. Multilin. Alg., Vol.40, pp.259–281.
  • Lerer L. and Rodman L. (1999): Bezoutian of rational matrix functions, matrix equations and factorizations. — Lin. Alg. Appl., Vol.302–303, pp.105–133.
  • Lerer L. and Tismenetsky M. (1982): The Bezoutian and the eigenvalue separation problem. — Int. Eqns. Oper. Theory, Vol.5, pp.386–445.
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  • Shayman M.A. (1983): Geometry of the algebraic Riccati equations. I, II. — SIAM J. Contr., Vol.21, pp.375–394 and 395–409.

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Bibliografia

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