Real factorization of positive semidefinite matrix polynomials

被引:0
|
作者
Gift, Sarah [1 ]
Woerdeman, Hugo J. [1 ]
机构
[1] Drexel Univ, Dept Math, Philadelphia, PA 19104 USA
基金
美国国家科学基金会;
关键词
Positive semidefinite matrix; polynomial; Algebraic Riccati equation; Matrix factorization; FEJER-RIESZ FACTORIZATION; OUTER FACTORIZATIONS;
D O I
10.1016/j.laa.2023.12.005
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Suppose Q(x) is a real n x n regular symmetric positive semidefinite matrix polynomial. Then it can be factored as Q(x) = G(x)TG(x), where G(x) is a real n x n matrix polynomial with degree half that of Q(x) if and only if det(Q(x)) is the square of a nonzero real polynomial. We provide a constructive proof of this fact, rooted in finding a skew-symmetric solution to a modified algebraic Riccati equation XSX- XR +RTX + P = 0, where P, R, S are real n x n matrices with P and S real symmetric. In addition, we provide a detailed algorithm for computing the factorization. (c) 2023 Elsevier Inc. All rights reserved.
引用
收藏
页码:125 / 150
页数:26
相关论文
共 50 条
  • [1] THE COMPLEXITY OF POSITIVE SEMIDEFINITE MATRIX FACTORIZATION
    Shitov, Yaroslav
    [J]. SIAM JOURNAL ON OPTIMIZATION, 2017, 27 (03) : 1898 - 1909
  • [2] Positive semidefinite univariate matrix polynomials
    Hanselka, Christoph
    Sinn, Rainer
    [J]. MATHEMATISCHE ZEITSCHRIFT, 2019, 292 (1-2) : 83 - 101
  • [3] Positive semidefinite univariate matrix polynomials
    Christoph Hanselka
    Rainer Sinn
    [J]. Mathematische Zeitschrift, 2019, 292 : 83 - 101
  • [4] A note on Hermitian positive semidefinite matrix polynomials
    Friedland, S.
    Melman, A.
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2020, 598 : 105 - 109
  • [5] Positive Semidefinite Matrix Factorization Based on Truncated Wirtinger Flow
    Lahat, Dana
    Fevotte, Cedric
    [J]. 28TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO 2020), 2021, : 1035 - 1039
  • [6] Algorithms for positive semidefinite factorization
    Vandaele, Arnaud
    Glineur, Francois
    Gillis, Nicolas
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2018, 71 (01) : 193 - 219
  • [7] Algorithms for positive semidefinite factorization
    Arnaud Vandaele
    François Glineur
    Nicolas Gillis
    [J]. Computational Optimization and Applications, 2018, 71 : 193 - 219
  • [8] FACTORIZATION OF MATRIX POLYNOMIALS
    MALYSHEV, AN
    [J]. SIBERIAN MATHEMATICAL JOURNAL, 1982, 23 (03) : 399 - 408
  • [9] On factorization of matrix polynomials
    Maroulas, J
    Psarrakos, P
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2000, 304 (1-3) : 131 - 139
  • [10] ON FACTORIZATION OF THE MATRIX POLYNOMIALS
    SHCHEDRIK, VP
    [J]. DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1989, (10): : 41 - 43