特征值问题的预变换方法(I): 杨辉三角阵变换与二阶PDE 特征多项式

本文提出一类求解特征值问题的下三角预变换方法, 目标是通过相似变换后矩阵下三角元素平方和明显减少、且变换后的特征值及其特征向量较易求解, 使变换后的对角线可作为全体特征值很好的一组初值, 其作用如同对于解方程组找到好的预条件子, 加速迭代收敛. 以二阶PDE 数值计算为例,对于以Laplace 方程为代表的特征波向量组及正交多项式组有广泛的应用前景.
杨辉三角是我国古代数学家的一项重要成就. 本文引入杨辉三角矩阵作为预变换子, 给出一般矩阵用杨辉三角矩阵作为左、右预变换子时变为上三角矩阵的充要条件, 给出了元素为行指标二次多项式的两个矩阵类(三对角线阵与五对角线阵) 中特征值何时保持二次多项式的充要条件, 并应用于构造新的二元PDE 正交多项式.     

求非亏损矩阵特征值的一种数值计算方法

借助相似变换将非亏损矩阵转为Hessenberg矩阵,通过获得确定Hessenberg矩阵特征多项式系数的方法,利用特征值与特征多项式系数间的关系,给出求非亏损矩阵特征值的一种数值算法。     

矩阵Frobenius标准形的初等变换解法及其应用

矩阵的初等变换在求矩阵的秩、求方阵的逆矩阵、化实对称阵合同于对角阵、求解线性方程组等中均有重要的应用,本文给出了初等变换使方阵相似于Frobenius标准形的方法;该方法运算简单,容易实现,并为求方阵的特征多项式,化方阵为Jordan标准形及求出相应的相似变换阵带来极大的方便。     

特征根全部为整数的整矩阵的判别及其应用

利用西尔维斯特定理以及整矩阵的上三角化引理证明了一个整矩阵的特征根全部为整数的充要条件是该整矩阵可表示为若干个特殊整矩阵的和.应用这个结论可以构造有特定特征值的整矩阵以及判断一个矩阵是否与整矩阵相似.     

方阵的特征值在刚性变形下的不变性

研究方阵特征值在刚性变形下的不变性．魔方矩阵经过旋转与翻转的刚性变形·其特征值保持不变．对此讲行推广。运用线性代数的方法,对特征多项式进行分析,得到一般n阶矩阵在剐性变形下特征值的不变性．     

一种三对角矩阵的特征值及其应用

给出了一种三对角矩阵的特征值和特征向量的算法,利用矩阵方法和对称多项式证明了一些与Lucas数以及第一类Chebyshev多项式有关的三角恒等式.     

实矩阵特征值排序的直接算法

矩阵不变子空间的计算是求解矩阵特征值问题的继续。近年来发展的计算不变子空间的正交基或更一般的稳定基的算法中,常需解决将特征值按要求的次序排列的问题,不妨称之为排序问题。对於复矩阵,不变子空间的稳定基的计算是首先应用QR方法将矩阵经酉相似变换约化为上三角阵,而对上三角阵Ruhe提出了一个简单而有效     

特征多项式的系数

用一种新方法证明了方阵的特征多项式的一般项的系数与该方阵的主子式密切相关.利用该结论和盖尔圆盘定理,证明了0是一类特殊Laplace矩阵的单特征值.     

关于方阵高次幂计算方法的一个注记

一般地,求方阵的幂总是先将其标准化,然后通过相似变换得到.然而矩阵的标准化过程却是十分复杂的,所以应用范围受到很大的局限性.利用凯莱-哈密顿(Cayley-Hamilton)定理,可以得到计算方阵高次幂的一种非特征值方法.     

关于方阵多项式的特征问题

对方阵及其矩阵多项式,给出了它们特征值、特征向量之间关系的刻画.     

Problems of control and information theory (Hungary)

The bezoutian matrix, which provides information concerning co-primeness and greatest common divisor of polynomials, has recently been generalized by Heinig to the case of square polynomial matrices. Some of the properties of the bezoutian for the scalar case then carry over directly. In particular, the central result of the paper is an extension of a factorization due to Barnett, which enables the bezoutian to be expressed in terms of a Kronecker matrix polynomial in an appropriate block companion matrix. The most important consequence of this result is a determination of the structure of the kernel of the bezoutian. Thus, the bezoutian is nonsingular if and only if the two polynomial matrices have no common eigenvalues (i.e., their determinants are relatively prime); otherwise, the dimension of the kernel is given in terms of the multiplicities of the common eigenvalues of the polynomial matrices. Finally, an explicit basis is developed for the kernel of the bezoutian, using the concept of Jordan chains.     

First-order polynomial differential equations over matrix skew series

In this paper we prove that one can reduce the solution of first-order polynomial matrix ordinary differential equations to the integration of similar scalar equations, provided that equation parameters are triangular. We establish requirements to elements of the desired matrix in the case when its parameters are double diagonal matrices. We consider the Riccati equation over the set of third-order square matrices. The obtained results are formulated in terms of “skew series”, the notion of which was introduced by us earlier.     

Spectral factorization of non-symmetric polynomial matrices

The topic of the paper is spectral factorization of rectangular and possibly non-full-rank polynomial matrices. To each polynomial matrix we associate a matrix pencil by direct assignment of the coefficients. The associated matrix pencil has its finite generalized eigenvalues equal to the zeros of the polynomial matrix. The matrix dimensions of the pencil we obtain by solving an integer linear programming (ILP) minimization problem. Then by extracting a deflating subspace of the pencil we come to the required spectral factorization. We apply the algorithm to most general-case of inner–outer factorization, regardless continuous or discrete time case, and to finding the greatest common divisor of polynomial matrices.     

三对角矩阵的特征值及其应用

给出了计算一种三对角矩阵的特征值和特征向量的公式.利用矩阵的特征值理论证明了一些三角恒等式,特别是一些与Fibonacci数和第二类Chebyshev多项式有关的三角恒等式.     

Jordan标准形的计算与矩阵相似的判定

利用矩阵特征值的代数重数及几何重数的概念,给出计算三阶、四阶复方阵的Jordan标准形的一种新方法;并进一步讨论了三阶、四阶复方阵的相似问题,得到判断任意两个三阶、四阶复方阵相似的充要条件.     

Construction of Matrices with Prescribed Singular Values and Eigenvalues

Two issues concerning the construction of square matrices with prescribe singular values an eigenvalues are addressed. First, a necessary and sufficient condition for the existence of an n × n complex matrix with n given nonnegative numbers as singular values an m ( n) given complex numbers to be m of the eigenvalues is determined. This extends the classical result of Weyl and Horn treating the case when m = n. Second, an algorithm is given to generate a triangular matrix with prescribe singular values an eigenvalues. Unlike earlier algorithms, the eigenvalues can be arranged in any prescribe order on the diagonal. A slight modification of this algorithm allows one to construct a real matrix with specified real an complex conjugate eigenvalues an specified singular values. The construction is done by multiplication by diagonal unitary matrices, permutation matrices and rotation matrices. It is numerically stable and may be useful in developing test software for numerical linear algebra packages.     

Polynomial functions on upper triangular matrix algebras

There are two kinds of polynomial functions on matrix algebras over commutative rings: those induced by polynomials with coefficients in the algebra itself and those induced by polynomials with scalar coefficients. In the case of algebras of upper triangular matrices over a commutative ring, we characterize the former in terms of the latter (which are easier to handle because of substitution homomorphism). We conclude that the set of integer-valued polynomials with matrix coefficients on an algebra of upper triangular matrices is a ring, and that the set of null-polynomials with matrix coefficients on an algebra of upper triangular matrices is an ideal.     

Instability indices for matrix polynomials

There is a well-established instability index theory for linear and quadratic matrix polynomials for which the coefficient matrices are Hermitian and skew-Hermitian. This theory relates the number of negative directions for the matrix coefficients which are Hermitian to the total number of unstable eigenvalues for the polynomial. Herein we extend the theory to ?-even matrix polynomials of any finite degree. In particular, unlike previously known cases we show that the instability index depends upon the size of the matrices when the degree of the polynomial is greater than two. We also consider Hermitian matrix polynomials, and derive an index which counts the number of eigenvalues with nonpositive imaginary part. The results are refined if we consider the Hermitian matrix polynomial to be a perturbation of a ?-even polynomials; however, this refinement requires additional assumptions on the matrix coefficients.     

EIGENVALUES ON THE BOUNDARY OF CERTAIN INCLUSION FOR THE SPECTRUM OF A MATRIX

We introduce four types of special eigenvalues which lie on the boundary of certain inclusion regions for the spectrum of a complex square matrix, i.e. , R_r(G_c)-,O(a)-,B_r(B_c)-. and OB(a)- eigenvalues. Then we characterize these eigenvalues and their corresponding eigenvectors for irreducible matrices, Finally we give some new sufficient conditions for an irreducible complex matrix to be nonsingular.     

Detecting hyperbolic and definite matrix polynomials

Hyperbolic or more generally definite matrix polynomials are important classes of Hermitian matrix polynomials. They allow for a definite linearization and can therefore be solved by a standard algorithm for Hermitian matrices. They have only real eigenvalues which can be characterized as minmax and maxmin values of Rayleigh functionals, but there is no easy way to test if a given polynomial is hyperbolic or definite or not. Taking advantage of the safeguarded iteration which converges globally and monotonically to extreme eigenvalues we obtain an efficient algorithm that identifies hyperbolic or definite polynomials and enables the transformation to an equivalent definite linear pencil. Numerical examples demonstrate the efficiency of the approach.