— In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of skew symmetric matrices. In particular, we relate the multiple integrals of a determinant, which arises while finding the eigenvalue distributions, in terms ...

This paper is concerned with the computation of 3D vertex singularities of anisotropic elastic fields. The singularities are described by eigenpairs of a corresponding operator pencil on a subdomain of the sphere. The solution approach is to introduce a modified quadratic variational boundary eigenvalue problem which consists of two self-adjoint, positive definite sesquilinear forms and a skew-...

Given an undamped gyroscopic system GðλÞ 1⁄4 Mλ þ CλþK with M , K symmetric and C skew-symmetric, this paper presents a real-valued spectral decomposition of GðλÞ by a real standard pair ðX;TÞ and a skew-symmetric parameter matrix S . When T is assumed to be a block diagonal matrix, the parameter matrix S has a special structure. This spectral decomposition is applied to solve the quadratic inv...

Two canonical forms for skew-symmetric matrix polynomials over arbitrary fields are characterized — the Smith form, and its skew-symmetric variant obtained via unimodular congruences. Applications include the analysis of the eigenvalue and elementary divisor structure of products of two skew-symmetric matrices, the derivation of a Smith-McMillan-like canonical form for skew-symmetric rational m...

Exploitation of the NP hard, mixed μ problem structure provides a polynomial time algorithm that approximates μ with usually reasonable answers. When the problem is extended to the skew μ problem an extension of the existing method to the skew μ formulation is required. The focus of this paper is to extend the μ upper bound derivation to the skew μ upper bound and show its direct computation by...

Numerical methods for the solution of large scale structured quadratic eigenvalue problems are discussed. We describe a new extraction procedure for the computation of eigenvectors and invariant subspaces of skew-Hamiltonian/Hamiltonian pencils using the recently proposed skew-Hamiltonian isotropic implicitly restarted Arnoldi method (SHIRA). As an application we discuss damped gyroscopic syste...

Efficient, backward-stable, doubly structure-preserving algorithms for the Hamiltonian symmetric and skew-symmetric eigenvalue problems are developed. Numerical experiments confirm the theoretical properties of the algorithms. Also developed are doubly structure-preserving Lanczos processes for Hamiltonian symmetric and skew-symmetric matrices.

Efficient, backward-stable, doubly structure-preserving algorithms for the Hamiltonian symmetric and skew-symmetric eigenvalue problems are developed. Numerical experiments confirm the theoretical properties of the algorithms. Also developed are doubly structure-preserving Lanczos processes for Hamiltonian symmetric and skew-symmetric matrices.

The sensitivity of a multiple eigenvalue of a matrix under perturbations can be measured by its Hölder condition number. Various extensions of this concept are considered. A meaningful notion of structured Hölder condition numbers is introduced and it is shown that many existing results on structured condition numbers for simple eigenvalues carry over to multiple eigenvalues. The structures inv...

A structure preserving Sort-Jacobi algorithm for computing eigenvalues or singular values is presented. The proposed method applies to an arbitrary semisimple Lie algebra on its (−1)-eigenspace of the Cartan involution. Local quadratic convergence for arbitrary cyclic schemes is shown for the regular case. The proposed method is independent of the representation of the underlying Lie algebra an...