Closest normal matrix finally found!

A method of finding the closest normal matrix in the Frobenius matrix norm is developed. It is shown that if a matrix is represented in those coordinates where its closest normal matrix is diagonal, its restriction to any pair of coordinate directions is a multiple of a real diagonal and skew nondiagonal 2×2 matrix. A convergent algorithm to bring an arbitrary matrix into that form is described and results of numerical tests are reported.Dedicated to the memory of Peter Henrici (1923–1987).     

Completely normal matrices

Normal matrices in which all submatrices are normal are said to be completely normal. We characterize this class of matrices, determine the possible inertias of a particular completely normal matrix, and show that real matrices in this class are closed under (general) Schur complementation. We provide explicit formulas for the Moore–Penrose inverse of a completely normal matrix of size at least four. A result on irreducible principally normal matrices is derived as well.     

有强法式的体上矩阵

设D为除环,A∈Dn×n,则可用初等变换将λI-A化简为对角阵A= diag(1,…,1,φ1,…,φr),其中(?)i为D上首1多项式并且φ1|…|φr.如果这个对角阵A在形状上是唯一的,则称A是有强法式的矩阵.本文应用中心原子因子与初等因子给出了体上有强法式的矩阵的本质刻画,给出了体上矩阵有强法式的一些充要条件.     

Existence and uniqueness of weighted pseudoinverse matrices and weighted normal pseudosolutions with singular weights

For one definition of weighted pseudoinversion with singular weights, we establish necessary and sufficient conditions for the existence and uniqueness of a solution of a system of matrix equations. Expansions of weighted pseudoinverse matrices in matrix power series and matrix power products are obtained. A relationship between weighted pseudoinverse matrices the weighted normal pseudosolutions is established. Iterative methods for the calculation of weighted pseudoinverse matrices and weighted normal pseudosolutions are constructed.     

正规矩阵的任意扰动

设A为n×n矩阵,其特征值为λ1,λ2,…,λn;矩阵B=A+X之特征值为μ1,μ2,…,μn.若A,B均为正规矩阵,由Wielandt-Hoffman定理[1],存在1,2,…,n的一个排列k1,k2,…,kn,使得nj=1|λj-μkj|2≤‖X‖2F,(1)其中‖·‖F表示Frobenius范数.又,在同样条件下,存在1,2,…,n的一个排列l1,l2,…,ln,使得对1≤j≤n均有|λj-μlj|≤2.91‖X‖2,(2)其中‖·‖2表示谱范数,这是R.Bhatia等人的结果[2].本文旨在讨论A为正规矩阵,B为任意矩阵时特征值的扰动估计,得到了几个扰动定理,分别推广了上述两个结果.本文用CH表示矩阵C的共轭转置,trC表示C的迹;…     

广义系统的Hamilton矩阵与H\-2代数Riccati方程的稳定化解

研究线性连续广义系统的Hamilton矩阵及H\-2代数Riccati方程.　提出一个标准的广义H\-2代数Riccati方程及对应的Hamilton矩阵，给出该Hamilton矩阵的几个重要性质. 在此基础上，得到该广义H\-2代数Riccati方程的稳定化解存在的一个充分条件并给出求解方法.此条件具有一般性, 主要定理是正常系统相应结果的推广.     

矩阵广义对角化的标准形

定义了标准循环分块对角矩阵的概念,给出了矩阵广义对角化的标准形及其算法.     

An alternative method for computing mean and covariance matrix of some multivariate distributions

Computing the mean and covariance matrix of some multivariate distributions, in particular, multivariate normal distribution and Wishart distribution are considered in this article. It involves a matrix transformation of the normal random vector into a random vector whose components are independent normal random variables, and then integrating univariate integrals for computing the mean and covariance matrix of a multivariate normal distribution. Moment generating function technique is used for computing the mean and covariances between the elements of a Wishart matrix. In this article, an alternative method that uses matrix differentiation and differentiation of the determinant of a matrix is presented. This method does not involve any integration.     

Noncentral matrix quadratic forms of the skew elliptical variables

In this paper, the noncentral matrix quadratic forms of the skew elliptical variables are studied. A family of the matrix variate noncentral generalized Dirichlet distributions is introduced as the extension of the noncentral Wishart distributions, the Dirichlet distributions and the noncentral generalized Dirichlet distributions. Main distributional properties are investigated. These include probability density and closure property under linear transformation and marginalization, the joint distribution of the sub-matrices of the matrix quadratic forms in the skew elliptical variables and the moment generating functions and Bartlett's decomposition of the matrix quadratic forms in the skew normal variables. Two versions of the noncentral Cochran's Theorem for the matrix variate skew normal distributions are obtained, providing sufficient and necessary conditions for the quadratic forms in the skew normal variables to have the matrix variate noncentral generalized Dirichlet distributions. Applications include the properties of the least squares estimation in multivariate linear model and the robustness property of the Wilk's likelihood ratio statistic in the family of the matrix variate skew elliptical distributions.     

ON HERMITIAN POSITIVE DEFINITE SOLUTIONS OF MATRIX EQUATION X-A^＊X^-2 A=I

The Hermitian positive definite solutions of the matrix equation X-A^＊X^-2 A=I are studied. A theorem for existence of solutions is given for every complex matrix A. A solution in case A is normal is given. The basic fixed point iterations for the equation are discussed in detail. Some convergence conditions of the basic fixed point iterations to approximate the solutions to the equation are given.     

局部环上矩阵广义逆半群的子集及其性质

设R是一个局部环,A是一个可相似对角化的n阶矩阵.利用矩阵方法研究了环R上矩阵A的广义逆半群的子集,得到了其做成正规子群的条件和其中元素可逆的条件,也得到了矩阵广义逆半群的一些性质.     

方阵开n次方的一个实用准则

得出了由方阵Ａ的幂秩判定Ａ能否开ｎ次方的一个实用准则,同时也获得了确定Ａ的约旦标准形结构的一个结果。     

On tridiagonal matrices unitarily equivalent to normal matrices

In this article the unitary equivalence transformation of normal matrices to tridiagonal form is studied.It is well-known that any matrix is unitarily equivalent to a tridiagonal matrix. In case of a normal matrix the resulting tridiagonal inherits a strong relation between its super- and subdiagonal elements. The corresponding elements of the super- and subdiagonal will have the same absolute value.In this article some basic facts about a unitary equivalence transformation of an arbitrary matrix to tridiagonal form are firstly studied. Both an iterative reduction based on Krylov sequences as a direct tridiagonalization procedure via Householder transformations are reconsidered. This equivalence transformation is then applied to the normal case and equality of the absolute value between the super- and subdiagonals is proved. Self-adjointness of the resulting tridiagonal matrix with regard to a specific scalar product is proved. Properties when applying the reduction on symmetric, skew-symmetric, Hermitian, skew-Hermitian and unitary matrices and their relations with, e.g., complex symmetric and pseudo-symmetric matrices are presented.It is shown that the reduction can then be used to compute the singular value decomposition of normal matrices making use of the Takagi factorization. Finally some extra properties of the reduction as well as an efficient method for computing a unitary complex symmetric decomposition of a normal matrix are given.     

Higher order moments of multivariate normal distribution using matrix derivatives

A general formula for the central moments of multivariate normal distribution is derived by differentiating its characteristic function using matrix derivatives. An explicit expression for the moments is obtained. Two applications of these results are given. The sixth order moments are arranged in a square matrix using the properties of commutation matrices and vec operators     

On two particular cases of solving the normal Hankel problem

The normal Hankel problem is one of characterizing all the complex matrices that are normal and Hankel at the same time. The matrix classes that can contain normal Hankel matrices admit a parameterization by real 2 × 2 matrices with determinant one. Here, the normal Hankel problem is solved in the case where the characteristic matrix of a given class is an order two Jordan block for the eigenvalue 1 or ?1.     

矩阵的正规化

本文考虑ｎ阶复矩阵可嵌入到ｎ＋１阶的正规矩阵的条件．证明了ｎ＞２阶的复矩阵不一定可嵌入到ｎ＋１阶的正规矩阵,而２阶复矩阵总可嵌入到３阶正规矩阵中．本文还证明了任意ｎ阶复方阵可嵌入到２ｎ阶正规矩阵中     

几个矩阵范数不等式及其在谱扰动中的应用

1　引　　言在 [5]中 ,孙继广研究了正规矩阵的谱扰动 ,给出了一个Ｈｏｆｆｍａｎ Ｗｉｅｌａｎｄｔ(此后简记为Ｈ -Ｗ )型扰动定理 [6 ]将 [5]中结果加以推广 ,得到了可对角化矩阵的相应扰动定理 近年来 ,这方面的研究工作又取得了一些新的成果[2 ] [7] 在本文中 ,我们将建立几个矩阵范数不等式 ,然后将它们用于可对角化矩阵 (正规矩阵 )的谱扰动 ,导出几个新的Ｈ Ｗ型扰动定理 ,并与有关结果作了比较 本文采用下列记号 :Ｃｎ×ｎ表示ｎ×ｎ复矩阵的全体 ,ＡＨ 表示矩阵Ａ的共轭转置 ,σｊ(Ａ)表示矩阵Ａ的某个奇异值 ,ｄｉａｇ(γ1,……     

Quadratically normal and congruence-normal matrices

A matrix A ∈ C ^n×n is unitarily quasidiagonalizable if A can be brought by a unitary similarity transformation to a block diagonal form with 1 × 1 and 2 × 2 diagonal blocks. In particular, the square roots of normal matrices, i.e., the so-called quadratically normal matrices are unitarily quasidiagonalizable. A matrix A ∈ C ^n×n is congruence-normal if B = A[`(A)] B = A\overline A is a conventional normal matrix. We show that every congruence-normal matrix A can be brought by a unitary congruence transformation to a block diagonal form with 1 × 1 and 2 × 2 diagonal blocks. Our proof emphasizes andexploitsalikenessbetween theequations X <sup>2</sup> = B and X[`(X)] = B X\overline X = B for a normal matrix B. Bibliography: 13 titles.     

Determination of the normal forms of the hamiltonian matrices

A method of finding the generating function of a canonical transformation reducing a quadratic Hamltonian and the corresponding Hamiltonian matrix to some normal form, is obtained. The problem of reducing a fourth order Hamiltonian matrix to its normal form is solved as an example.