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
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页码:125 / 150
页数:26
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