A new look at pencils of matrix valued functions

AbstractMatrix pencils depending on a parameter and their canonical forms under equivalence are discussed. The study of matrix pencils or generalized eigenvalue problems is often motivated by applications from linear differential-algebraic equations (DAEs). Based on the Weierstrass-Kronecker canonical form of the underlying matrix pencil, one gets existence and uniqueness results for linear constant coefficients DAEs. In order to study the solution behavior of linear DAEs with variable coefficients one has to look at new types of equivalence transformations. This then leads to new canonical forms and new invariances for pencils of matrix valued functions. We give a survey of recent results for square pencils and extend these results to nonsquare pencils. Furthermore we partially extend the results for canonical forms of Hermitian pencils and give new canonicalforms there, too. Based on these results, we obtain new existence and uniqueness theorems for differential-algebraic systems, which generalize the classical results of Weierstrass and Kronecker

On the LU decomposition of V-matrices

AbstractWe show that the class of V-matrices, introduced by Mehrmann [6], which contains the M-matrices and the Hermitian positive semidefinite matrices, is invariant under Gaussian elimination

Jordan Forms of Real and Complex Matrices Under Rank One Perturbations

New perturbation results for the behavior of eigenvalues and Jordan forms of real and complex matrices under generic rank one perturbations are discussed. Several results that are available in the complex case are proved as well for the real case and the assumptions on the genericity are weakened. Rank one perturbations that lead to maximal algebraic multiplicities of the new eigenvalues are also discussed

The effect of finite rank perturbations on Jordan chains of linear operators

A general result on the structure and dimension of the root subspaces of a matrix or a linear operator under finite rank perturbations is proved: The increase of dimension from the $n$-th power of the kernel of the perturbed operator to the $(n+1)$-th power differs from the increase of dimension of the corresponding powers of the kernels of the unperturbed operator by at most the rank of the perturbation and this bound is sharp

The Anderson model of localization: a challenge for modern eigenvalue methods

We present a comparative study of the application of modern eigenvalue algorithms to an eigenvalue problem arising in quantum physics, namely, the computation of a few interior eigenvalues and their associated eigenvectors for the large, sparse, real, symmetric, and indefinite matrices of the Anderson model of localization. We compare the Lanczos algorithm in the 1987 implementation of Cullum and Willoughby with the implicitly restarted Arnoldi method coupled with polynomial and several shift-and-invert convergence accelerators as well as with a sparse hybrid tridiagonalization method. We demonstrate that for our problem the Lanczos implementation is faster and more memory efficient than the other approaches. This seemingly innocuous problem presents a major challenge for all modern eigenvalue algorithms.Comment: 16 LaTeX pages with 3 figures include

Explicit Solutions for a Riccati Equation from Transport Theory

This is the published version, also available here: http://dx.doi.org/10.1137/070708743.We derive formulas for the minimal positive solution of a particular nonsymmetric Riccati equation arising in transport theory. The formulas are based on the eigenvalues of an associated matrix. We use the formulas to explore some new properties of the minimal positive solution and to derive fast and highly accurate numerical methods. Some numerical tests demonstrate the properties of the new methods

Local and global invariants of linear differential-algebraic equations and their relation

Abstract. We study local and global invariants of linear differential-algebraic equations with variable coefficients and their relation. In particular, we discuss the connection between different approaches to the analysis of such equations and the associated indices, which are the differentiation index and the strangeness index. This leads to a new proof of an existence and uniqueness theorem as well as to an adequate numerical algorithm for the solution of linear differential-algebraic equations

Self-adjoint differential-algebraic equations

Motivated from linear-quadratic optimal control problems for differential-algebraic equations (DAEs), we study the functional analytic properties of the operator associated with the necessary optimality boundary value problem and show that it is associated with a self-conjugate operator and a self-adjoint pair of matrix functions. We then study general self-adjoint pairs of matrix valued functions and derive condensed forms under orthogonal congruence transformations that preserve the self-adjointness. We analyze the relationship between self-adjoint DAEs and Hamiltonian systems with symplectic flows. We also show how to extract self-adjoint and Hamiltonian reduced systems from derivative arrays

A geometric framework for discrete time port-Hamiltonian systems

Port-Hamiltonian systems provide an energy-based formulation with a model class that is closed under structure preserving interconnection. For continuous-time systems these interconnections are constructed by geometric objects called Dirac structures. In this paper, we derive this geometric formulation and the interconnection properties for scattering passive discrete-time port-Hamiltonian systems.Comment: arXiv admin note: text overlap with arXiv:2301.0673