Miniversal deformations of matrices of bilinear forms

V.I. Arnold [Russian Math. Surveys 26 (2) (1971) 29-43] constructed a miniversal deformation of matrices under similarity; that is, a simple normal form to which not only a given square matrix A but all matrices B close to it can be reduced by similarity transformations that smoothly depend on the entries of B. We construct a miniversal deformation of matrices under congruence.Comment: 39 pages. The first version of this paper was published as Preprint RT-MAT 2007-04, Universidade de Sao Paulo, 2007, 34 p. The work was done while the second author was visiting the University of Sao Paulo supported by the Fapesp grants (05/59407-6 and 2010/07278-6). arXiv admin note: substantial text overlap with arXiv:1105.216

Miniversal deformations of pairs of symmetric matrices under congruence

For each pair of complex symmetric matrices $(A,B)$ we provide a normal form with a minimal number of independent parameters, to which all pairs of complex symmetric matrices $(\widetilde{A},\widetilde{B})$, close to $(A,B)$ can be reduced by congruence transformation that smoothly depends on the entries of $\widetilde{A}$ and $\widetilde{B}$. Such a normal form is called a miniversal deformation of $(A,B)$ under congruence. A number of independent parameters in the miniversal deformation of a symmetric matrix pencil is equal to the codimension of the congruence orbit of this symmetric matrix pencil and is computed too. We also provide an upper bound on the distance from $(A,B)$ to its miniversal deformation.Comment: arXiv admin note: text overlap with arXiv:1104.249

On the condensed density of the generalized eigenvalues of pencils of Hankel Gaussian random matrices and applications

Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which allows to get a closed form approximation of the condensed density of the generalized eigenvalues of the pencils. Implications of this result for solving several moments problems are discussed and some numerical examples are provided.Comment: 30 pages, 16 figures, better approximations provide

The linear pencil approach to rational interpolation

It is possible to generalize the fruitful interaction between (real or complex) Jacobi matrices, orthogonal polynomials and Pade approximants at infinity by considering rational interpolants, (bi-)orthogonal rational functions and linear pencils zB-A of two tridiagonal matrices A, B, following Spiridonov and Zhedanov. In the present paper, beside revisiting the underlying generalized Favard theorem, we suggest a new criterion for the resolvent set of this linear pencil in terms of the underlying associated rational functions. This enables us to generalize several convergence results for Pade approximants in terms of complex Jacobi matrices to the more general case of convergence of rational interpolants in terms of the linear pencil. We also study generalizations of the Darboux transformations and the link to biorthogonal rational functions. Finally, for a Markov function and for pairwise conjugate interpolation points tending to infinity, we compute explicitly the spectrum and the numerical range of the underlying linear pencil.Comment: 22 page

Structured backward errors for eigenvalues of linear port-Hamiltonian descriptor systems

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 exactly that eigenstructure. We also derive bounds for how near this system is and show that the stability radius of the system plays a role in that bound

Simplest miniversal deformations of matrices, matrix pencils, and contragredient matrix pencils

V. I. Arnold [Russian Math. Surveys 26 (2) (1971) 29-43] constructed a simple normal form for a family of complex n-by-n matrices that smoothly depend on parameters with respect to similarity transformations that smoothly depend on the same parameters. We construct analogous normal forms for a family of real matrices and a family of matrix pencils that smoothly depend on parameters, simplifying their normal forms by D. M. Galin [Uspehi Mat. Nauk 27 (1) (1972) 241-242] and by A. Edelman, E. Elmroth, B. Kagstrom [Siam J. Matrix Anal. Appl. 18 (3) (1997) 653-692].Comment: 20 page