In the framework of Polynomial Eigenvalue Problems (PEPs), most matrix polynomials arising in applications are structured (namely, (skew-)symmetric, (skew-)Hermitian, (anti-)palindromic, or alternating). The standard way to solve PEPs is by means linearizations. frequently used linearizations belong general constructions, valid for all a fixed degree, known as companion It well known, however, ...

The classical singular value decomposition for a matrix A ∈ Cm×n is a canonical form for A that also displays the eigenvalues of the Hermitian matrices AA∗ and A∗A. In this paper, we develop a corresponding decomposition for A that provides the Jordan canonical forms for the complex symmetric matrices AA and AA. More generally, we consider the matrix triple (A,G, Ĝ), where G ∈ Cm×m, Ĝ ∈ Cn×n ar...

A geometric method, based on a decomposition of the space of complex matrices, is employed to study the variation of the spectrum of a matrix. When adapted to special cases, this leads to some classical inequalities as well as some new ones. As an example of the latter, we show that if U, V are unitary matrices and K is a skew-Hermitian matrix such that UV~' = exp K, then for every unitary-inva...

The two-sided Rayleigh quotient iteration proposed by Ostrowski computes a pair of corresponding left-right eigenvectors of a matrix C. We propose a Grassmannian version of this iteration, i.e., its iterates are pairs of p-dimensional subspaces instead of one-dimensional subspaces in the classical case. The new iteration generically converges locally cubically to the pairs of left-right p-dimen...

The involutions in this paper are algebra anti-automorphisms of period two. Involutions on endomorphism algebras of finite-dimensional vector spaces are adjoint to symmetric or skew-symmetric bilinear forms, or to hermitian forms. Analogues of the classical invariants of quadratic forms (discriminant, Clifford algebra, signature) have been defined for arbitrary central simple algebras with invo...

The two-sided Rayleigh quotient iteration proposed by Ostrowski computes a pair of corresponding left-right eigenvectors of a matrix C. We propose a Grassmannian version of this iteration, i.e., its iterates are pairs of p-dimensional subspaces instead of one-dimensional subspaces in the classical case. The new iteration generically converges locally cubically to the pairs of left-right p-dimen...

We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. exploit this to compute analytically marginals probability density functions. This can be done fully, using Stieltjes-Wigert orthogonal polynomials, for case space Hermitian matrices, where have already appeared physics literature. For when is $m \times m$ posi...

Structured singular values and pseudospectra play an important role in assessing the properties of a linear system under structured perturbations. This paper discusses computational aspects of structured pseudospectra for structures that admit an eigenvalue minimization characterization, including the classes of real, skew-symmetric, Hermitian, and Hamiltonian perturbations. For all these struc...

This article is concerned with the structured distance to uncontrollability of a linear time-invariant system and relates this concept to a variation of the μ-value. The developed framework is applied to derive computational expressions for the class of real perturbations as well as for Hermitian, symmetric, and skew-symmetric perturbations in a relatively simple manner. Examples demonstrate th...