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Computation of invariant pairs and matrix solvents

Abstract : In this thesis, we study some symbolic-numeric aspects of the invariant pair problem for matrix polynomials. Invariant pairs extend the notion of eigenvalue-eigenvector pairs, providing a counterpart of invariant subspaces for the nonlinear case. They have applications in the numeric computation of several eigenvalues of a matrix polynomial; they also present an interest in the context of differential systems. Here, a contour integral formulation is applied to compute condition numbers and backward errors for invariant pairs. We then adapt the Sakurai-Sugiura moment method to the computation of invariant pairs, including some classes of problems that have multiple eigenvalues, and we analyze the behavior of the scalar and block versions of the method in presence of different multiplicity patterns. Results obtained via direct approaches may need to be refined numerically using an iterative method: here we study and compare two variants of Newton’s method applied to the invariant pair problem. The matrix solvent problem is closely related to invariant pairs. Therefore, we specialize our results on invariant pairs to the case of matrix solvents, thus obtaining formulations for the condition number and backward errors, and a moment-based computational approach. Furthermore, we investigate the relation between the matrix solvent problem and the triangularization of matrix polynomials.
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Submitted on : Friday, October 16, 2015 - 2:03:05 PM
Last modification on : Thursday, May 17, 2018 - 4:09:32 AM
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  • HAL Id : tel-01216522, version 1



Esteban Segura Ugalde. Computation of invariant pairs and matrix solvents. General Mathematics [math.GM]. Université de Limoges, 2015. English. ⟨NNT : 2015LIMO0045⟩. ⟨tel-01216522⟩



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