Professional Documents
Culture Documents
Acoording to Lemma 4.1, for the pair (E + ∆E , A) to have a If the matrix pair (E + ∆E , A) is non-regular it would imply
zero at infinity that the schur complement of sE11 − A11 is identically zero,
NLT ANR = 0. i.e
h i an,n − A21 (sE11 − A11 )−1 A12 (s) ≡ 0
We have NLT ANR = an,1 . . . an,n−1 an,n NR . Therefore
for the pair (E + ∆E , A) to have a zero at infinity: and hence,
h i
an,1 . . . an,n−1 an,n NR = 0 det(sE11 − A11 )an,n = A21 adj(sE11 − A11 )A12 (s) (5)
L.H.S is a degree n − 1 polynomial with the coefficient of the Theorem 4.4: Consider a regular pencil (E, A) ∈ Rn×n and
largest degree term equal to σ1 . . . σn−2 γ1 an,n . R.H.S is also a rank E = n − 1. Define the following parameters.
p
degree n−1 polynomial with the coefficient of the largest degree D := k∆E k2 + k∆A k2
|an,n σ1 ...σn−1 |
term equal to an,n−1 σ1 . . . σn−2 γ2 . As γ2 an,n−1 = γ1 an,n the X := √ 2 2
(an,1 σ2 σ3 ...σn−1 ) +...+(an,n−1 σ1 σ2 ...σn−2 )
coefficients of the highest degree terms in both L.H.S and R.H.S Y := √
|an,n σ1 ...σn−1 |
(a1,n σ2 σ3 ...σn−1 )2 +...+(an−1,n
" σ#1 σ2 ...σn−2 )
2
are equal. Considering det(sE11 − A11 ) to be fixed we can h i E
perturb A12 (s) and A21 by some small amount (except for the Z := min{σmin ( E A ), σmin ( )
A
term an,n−1 ) so as to have different coefficients for lower order
Assume rank ∆A 6 1 and rank ∆E 6 1. Then minimum D
terms in L.H.S and R.H.S and thus ensuring that the schur
such that the pair (E + ∆E , A + ∆A ) has a zero at infinity is
compliment of sE11 − A11 is not identically zero because of
given by
which the pair (E + ∆E , A + ∆A ) is regular and has a zero at
infinity. For Case 2 an,n−1 = 0. Now let min D = min{σn−1 (E), an,n , X, Y, Z}. (7)
" # Proof: We first explain how all terms in the expression in
(sE22 − A22 ) A12
s(E + ∆E ) − A = (7) are obtained by the following cases.
A21 S
" # Case 1: Perturbation on the singular values of E.
an−1,n−1 an−1,n + γ2 s From Lemma 4.2 that the pair (E1 , A1 ) where rank E1 6 n−2
where S = and is unimodular.
0 an,n is arbitrarily close to a regular matrix pair having a zero at
Hence the schur compliment of sE22 − A22 is always poly- infinity, hence by perturbing the matrix E with perturbation
nomial and hence the pair (E + ∆E , A) is regular and has ∆E ,k∆E k = σn−1 (E), we can bring the rank of the perturbed
a zero at infinity. For Case 3 an,n = 0. Hence arbitrarily matrix E + ∆E to n − 2. And as the matrix pair (E + ∆E , A)
small perturbations can be done on the matrix A2,1 or A1,2 is arbitrarily close to a regular matrix pair having a zero at
or on both together such that the R.H.S of equation (5) is not infinity, the value of D in this case is σn−1 (E).
identically zero and thus the schur complement of sE11 − A11 Case 2:k∆E k = 0:
is not identically zero which would ensure that the pair (E + As E has rank n − 1, let NL and NR be two matrices
∆E , A + ∆A ) is regular and has a zero at infinity. whose columns span the left and right null spaces of E + ∆E
respectively.
Lemma 4.3: A non regular matrix pencil (E, A) with E, A ∈ h iT h iT
n×n NL = 0 . . . 1 , NR = 0 . . . 1
R is arbitrarily close to a regular matrix pencil having a zero
at infinity Now,
Proof: From [?, Section 6.1] if, NLT ANR = an,n .
" #
E According to Lemma 4.1, the matrix product NLT ANR should
h i
rank E A < n, or rank < n. (6)
A be equal to zero for the pair (E, A) to have a zero at infin-
the matrix pair (E, A) is non-regular. This implies that rank E ity.Therefore perturbing the matrix A with ∆A = −an.n at the
as well as rank A is 6 n − 1. This can also be observed from n, nth position and zero elsewhere the matrix pair (E, A+∆A )
the generalized schur decomposition of the matrix pair (E, A). will have a zero at infinity and k∆A k = an,n = D.
Considering the following cases: Case 3:k∆A k = 0.
Case 1: rank E = n − 1 As rank ∆E = 1 hence it can only a particular row or column
Here if the pencil is not regular then this implies the following. of the matrix E can be perturbed. We have to ensure that we
1) an,n = 0 donot perturb the (n, n)th term of the matrix E which is zero
2) Atleast one of {an,n−1 , an−1,n } is 0 because this would make the matrix E + ∆E a full rank matrix
From Lemma 4.1 the condition for (E, A) pair to have zeros at with which we can’t have any zeros at infinity. First consider
infinity is an,n = 0. Now in the set {an,n−1 , an−1,n }, the zero the perturbation on the last column of the matrix E:
elements are perturbed by a small amount . This will make the σ1 0 ... γ1
0 σ ... γ2
pair (E, A) regular and since an,n = 0 is 0, the new perturbed 2
. .. .. ..
pair also has a zero at infinity. E + ∆E == .. . . .
Case 2: rank E 6 n − 2
0 . . . σn−1 γn−1
For the matrix A there exists an arbitrarily small perturbation 0 ... ... 0
∆A such that A + ∆A is nonsingular. Now the pair (E, A +
Let NL and NR be the matrices whose columns spam the left
∆A ) is regular. Since rank E 6 n − 2, from Lemma 4.2 there
and right nullspace of E + ∆E respectively.
exists an arbitrarily small perturbation ∆E such that the pair h iT h iT
(E + ∆E , A + ∆A ) has a zero at infinity. NL = 0 . . . 1 , NR = γ1 σ2 . . . σn−1 . . . σ1 σ2 . . . σn−1
According to Lemma 4.1 for the matrix pair (E + ∆E , A) to minor of the matrix E does not the nullspace of the perturbed
have a zero at infinity, matrix E + ∆E . For example:
NLT ANR = 0 σ1 β1 ... 0
0 σ2 ... 0
⇒ an,1 σ2 . . . σn−1 +. . .+an,n−1 σ1 . . . σn−2 = an,n σ1 . . . σn−1 . .. .. ..
E + ∆E = .. . . .
(8)
0 ... σn−1 0
For this case: q 0 ... ... 0
D= γ12 + . . . + γn−1
2 .
Left and right nullspaces of both matrices E and E + ∆E is
If we consider equation (8) to be a equation of a plane with spanned by the same vector and hence we require perturbations
variables γ1 , . . . , γn−1 , the minimum value of D with respect on the last row of E + ∆E or perturbations on the matrix A
to this (8) is the distance of the plane from the origin i.e to introduce a zero at infinity in the matrix pair (E + ∆E , A)
or (E + ∆E , A + ∆A ) accordingly. As these cases have been
|an,n σ1 . . . σn−1 | discussed, so we can ignore these kind of perturbations.
X=p
(an,1 σ2 σ3 . . . σn−1 )2 + . . . + (an,n−1 σ1 σ2 . . . σn−2 )2 Case 4: kEk = 6 0, kAk =6 0 From [?, Section 6.1] a sufficient
Similarly we can perturb the last row of E and get the value condition for a matrix pair (E, A) to be singular is:
Y.
" #
h i E
Other rows/columns of the matrix E can also be perturbed. rank E A < n, or rank <n
A
For example if we perturb the first row of E in the following " #
manner:
h i E
Hence by reducing the the rank of either E A or with
σ 1 β2 . . . β1
A
0 σ the help of perturbations ∆A and ∆E we can make the pair
2 ... 0
. ..
.. (E + ∆E , A + ∆A ) singular, and by Lemma 4.3 this pair is
E + ∆E == . ..
. . . .
arbitrarily close to a matrix pair which is regular and has a zero
0 . . . σn−1 0 at infinity. Hence the minimum perturbation required to ihave
h
0 ... ... 0 introduce a zero at infinity is the minimum of k ∆E ∆A k =
" # " #
Let NL and NR be the matrices whose columns spam the left h i ∆E E
σmin ( E A ) or k k = σmin ( ). The perturbation
and right nullspace of E + ∆E respectively. ∆A A
h i h i
T
h iT h iT matrix ∆E ∆A is equal to σmin ( E A )un v2n where un
NR = −β1 0 . . . σ1 , NL = 0 . . . 1 h i
T
and v2n are the vectors corresponding to σmin ( E A ) in the
According to lemma ?? for the matrix pair (E + ∆E , A) to h i
SVD expansion of the matrix E A . As the vectors un and
have a zero at infinity:
v2n are normalized it is easy to see that
NLT ANR = an,1 β1 − σ1 an,n = 0 h i
k ∆E ∆A k2 = k∆E k2 + k∆A k2
an,n
⇒ β1 = σ1 " #
an,1 ∆E
. Similarly we can find the perturbation matrix and show
It can be seen that only one varialble β1 is neccessary for the ∆A
that
pair (E + ∆E , A) to have a zero at infinity, so we assume all " #
∆E 2
oth β’s to be equal to zero. Hence, k k = k∆E k2 + k∆A k2
∆A
k∆E k = β1 = D . Also for both cases it can be seen that ∆E and ∆A are rank
This example can be seen as a special case where perturbation 1 matrices. Due to this all rank 1 perturbations on both E and
is done on the last column of the matrix E and in equation 8 A have been covered.
γ1 = β1 and rest all γ’s are equal to zero. Also the value β1 is
always greater than or equal to X as X is the distance of the V. E XAMPLES
plane from the origin and β1 gives us the the intercept on the
The value X,Y,Z,σn−1 ,an,n anre defined in the theorem 4.4
γ1 axis. Similarly if we perturb any column of E other than the
Example 5.1: Consider the case when
last column, then that becomes a special case of perturbing the
last row of the matrix E and the norm of that perturbation will 6 0 0 16.94 −1.3560 −3.50
always be greater than or equal to Y . It can be observed that E = 0 5 0 , A = 20.39 1.69 14.00
any rank 1 perturbation done inside the leading (n−1)×(n−1) 0 0 0 40.23 35.50 9.23
σn−1 = 5, an,n = 9.2300 , X = 0.9452, Y = 3.2271 , Polynomial matrix A(s) has no zeros at infinity if and only if
Z = 12.5445 Example for when minimum is very much less
r0 = n.
than σn−1
For our case P (s) = sE−A, and hence P0 := −A and P1 :=
9 0 0
Example 5.2: E = 0 6 0 and
E. This yields the above necessary and sufficient condition for
0 0 0 the matrix pair (E, A) to have one or more zeros at infinity as
2.52 19.3340 23.9
" #
A E
A = 12.50
22.34 6.90
rank − rank E 6 n − 1.
E 0
30.1240 22.5 9.23 " #
σn−1 = 6, an,n = 9.23, X = 1.8363, Y = 3.1895, Z = A E
Further, if rank E is n − 1, then the Toeplitz matrix
8.8277 Example for minimum less than σn−1 but very much E 0
has rank at most 2n − 1. Thus if we find the nearest low# rank
greater than σ2n−1 , Structure isimportant.
"
A0 E 0
6 0 0 matrix with the same Toeplitz structure, i.e. then
E0 0
Example 5.3: E = 0 5 0 and A =
E 0 − E =: ∆E and A0 − A =: ∆A .
0 0 0 Using certain examples, we next demonstrate that our per-
6.94 45.62 −23.3 turbation is better than answers that we get from SLRA.
10.32 −12.20 4.0 For Example 3:
we use the following key result to find a nearest matrix pencil 0.2263 5 1.4283 Rini1 5
having zeros at infinity. 0.2263 5 1.4283 Rini2 12.6741
0.2263 5 1.4283 Rini3 42.9928
Proposition 6.1: ([?, Theorem 1]) Let P (s) ∈ Rn×n (s) and,
VII. C ONCLUSION
P (s) = P0 + P1 s + ... + Pd sd
We related the minimum perturbation required to have ze-
and
Pd ... P−i+1 P−i ros at infinity for a pencil to various topics like repeated
.. .. generalized eigenvalues at infinity and Structured Low Rank
. .
Ti =
Approximiation (SLRA). We provided explicit bounds for the
Pd Pd−1
case when perturbations are allowed for both E and A but the
0 Pd
perturbation matrices are each of at most rank one. We showed
is a block Toeplitz matrix constructed from matrix coefficients
using examples that the condition number defined through the
of A(s) and let
chordal metric gives only an upper bound which could be very
ri = rank Ti − rank Ti−1 .. conservative.
Of course, when rank 2 or more perturbation matrices are
allowed, then the minimum we obtained is an upper bound. A
lower bound for this case is what we can get using the special
case of the results on block Toeplitz structure for a polynomial
matrix.