Zero distribution algorithms

for
matrix polynomials
a a a a
I. Adamou , G. Coral Suarez , L. Gonzalez–Vega , M. Fioravanti
a
D. de Matemáticas, Estadı́stica y Computación, Universidad de Cantabria (Spain)
EACA’s First International School on Computer Algebra
and it Applications
Costa Adeje (Tenerife)-Canary Islands-Spain, January 24 - 28, 2011

Introduction Approach Examples

0 1
m×m Proposition 2 (see [3]) & 1 + 2x 4x + 2
N (λ) ∈ C [λ] , det(N (λ)) #≡ 0. N (x) = ;
There exists a unique Hermitian matrix X ∈ Cd×d −3x + 1 2x − 1
We look for an algorithm which computes the number of com- & & ∗
& & ∗
∗ 0 493 617 701 1519 1 0 1
N (λ)N (ω) −D(λ)D(ω) & & x + 370 370 x + 370 1 0
plex zeros of det(N (λ)) inside some regions of C (such as the such that: ρω (λ)
= Φ(λ)X Φ(ω) where &
D(x) = 101 370 &
, Φ(x) = ;
' ( 249 23 94 0 1
real line, the open unit disk, the open upper half plane or the &
D(λ) =N& (λ)Θ(λ), Φ(λ) = Φj,*(λ) and 74 x − 74 −074 x + 74 1 0 1 0 1
m×d & (x)N ∗
& (y) −D(x)
& D(y)
& ∗ 1083
− 74 − 74 57 1 0 10
open right half plane) in terms of the signature of a constant N
 ρy (x)
= 57 817 = X
Hermitian matrix X constructed from the coefficients of the  *−1 − 74 − 74 0 1 01
 λ if j = 1 and 1 ≤ * ≤ d1, ;
polynomials in N (λ) (and avoiding the explicit computation of  -
 *− j−1 di−1 0 1083 57 1
λ i=1 if j = 2, . . . , m and − 74 − 74
det(N (λ))). Φj,*(λ) = -j−1 X= 57 817 , Eigenvalue(X) = [−10.882; −14.793];

 1 ≤ * − i=1 di ≤ dj , − 74 − 74
Dym and Volok prove (see [3]) the existence of such a matrix 

and we will show the difficulties arising when the matrix X is 0 otherwise µ+(X) = 0, µ−(X) = 2, µ0(X) = 0, ν+(N ) = 0, ν−(N ) = 2
to be computed. The proof of Dym and Volok constructs this . Some examples:
δ(λ)−1Φ(λ) if Ω = C 1. The scalar polynomial case: if
matrix by explicitly using the availability of the complex roots & + +
Φ(λ) = 2 + dλ3, a, b, c, d ∈ C
of det(N (λ)). We will present several examples where X can be Φ(λ) if Ω+ = D, N (λ) = a +  bλ + cλ 
computed directly from the roots of (λ). Theorem (see [3]) aa − dd ab − cd ca − db
The computation of the roots of det(N (λ)) is a question ap- The number of roots of det(N (λ)) in a domain Ω± is given by: then X =  ab − cd aa + bb − cc − dd ba − dc . In this
pearing very often when dealing with algebraic plane curves: ca − db ba − dc aa − dd
• when computing the topology of the real curve f (λ, β) = 0, ν±(N ) = µ±(X) + µ0(X)/2 case X is just the Bezoutian of polynomials N (λ) and N & (λ).
N (λ) is the matrix whose determinant produces the discrim- 2. The case of 2 × 2–matrices polynomials of degree one.
inant of f with respect to β and we look for the real roots of 0 1
aλ + b cλ + d
det(N (λ)), The Theoretical Algorithm • If N (λ) = such that ac #= 0, | ab |#= 1,
cλ + d aλ + b
• when computing the intersection points between the curves | dc |#=01 and ad − bc #= 0 (general conditions) 1
then
f (λ, β) = 0 and g(λ, β) = 0, N (λ) is the matrix whose cc + aa − bb − dd ca + ac − db − bd
=⇒ N (λ) ∈ Cm×m [λ] , Ω± X= .
determinant produces the resultant of f and g with respect ca + ac − db − bd cc + aa − bb − dd
1. for i = 1 to m, 0 1
to β (i.e. the Sylvester or the Bézout matrix of f and g with
di = deg(N (λ)ei), ei is i − th canonical basis element of Cm aλ + b aλ + b
respect to β) and we look for the complex roots of det(N (λ)). • For N (λ) = such that ac #= 0, | ab |#= 1,
d = Σm 0 cλ + d
i=1di
| dc |#=01 and ad − bc #= 0 (general conditions)
1 then
deg N (λ) ≥ 1
Notations aa − bb aa − bb
2. General Conditions: det(N (λ)) #= 0 λ ∈ ∂Ω+ X= .
aa − bb cc + aa − bb − dd
limλ→∞ N (λ)δ(λ)−1is invertible
N (λ): m × m matrix polynomial. 3. Computing the roots of det(N (λ)) and then the ma-
trix Θ(λ): Main and Further Work
dj deg(N.ej ), the j–th column degree of N (λ) for i = 1...d
!m
d dj
αi, det(N (αi)) = 0;
ui #= 0Cm (unit vector), u∗i N (αi) = 0Cm MAIN WORK
j=1
max(d1, , . . . dm) = deg (N (λ)) For N (λ) = λA + B, A B ∈ Cm×m, we are looking for the
n Θi(λ) = Im + (bαi (λ) − 1)uiu∗i ,
Ω− C \ {Ω+ ∪ ∂(Ω+)} /d explicit formula of the hermitian matrix X in term of A and B
ν±(N ) Number of zeros of det(N (λ)) in Ω± Θ(λ) = i=1 Θi(λ), FURTHER WORK
µ+(A) Number of positives eigenvalues of A. & (λ) and D(λ):
& If
µ−(A) Number of negatives eigenvalues of A.
4. Computing of N n
!
µ0(A) Number of zeros eigenvalues of A. &
D(λ) =N & (λ)Θ(λ); N (λ) = λj A j
5. Computing of the matrix X: j=0
Ω+ D C+ X ∈ Cd×d is computed from: defining:
∗ ∗
 
ρω (λ) 1 − λω −2πi(λ − ω) & (λ)N
N & (ω) − D(λ)
& D(ω)
& 0 I  
λ−ω λ−ω & & ∗ I
bω (λ) 1−λω $ λ−ω% = Φ(λ)X Φ(ω)  0 I 
" # d1 dm ρω (λ)    I 
δ (λ) d1
diag λ , . . . , λ dm
diag (i + λ) , . . . , (i + λ) C0 =  ... ...  , C1 =  ,
$ %∗    ... 
& (λ) δ(λ)N 1 , λ #= 0
N δ −1
(λ)N ( λ̄) ∗ 6. Computing (µ+(X), µ−(X), µ0(X)) , respectively  0 I 
λ
number of positive, negative and zero eigenvalues An
−A0 −A1 . . . . . . −An−1
n
of X
! where I is the identity block matrix and 0 denotes the zero block
N (λ) = λj Aj , where Aj ∈ Cm×m 7. Computing the the number of roots of det(N (λ))
inside Ω±: matrix, then det N (λ) = det(λC1 − C0) (see [1]).
j=1
The polynomial matrix λC1 − C0 is degree one in λ and we are
1 currently looking for the expresion of X in terms of C0 and C0
ν±(N ) = µ±(X) + µ0(X) which will allow to get the required information on the roots of
Approach 2
det N (λ). An easy to construct X would open a new way of
dealing with the generalized eigenvalue problem.
Examples
For a given non-singular matrix polynomial N (λ),
we count the number of roots of det(N (λ)) inside a domain Ω±, References
in terms of the signature of a certain constant matrix X. There Numerical
0 example: 1
x+2 x−3 [1] A. Amiraslani, R. M. Corless, and P. Lancaster Lineariza-
is a large literature about the matrix X but there is no explicit N (x) = , Ω+ = D
2x + 4 −x + 2 tion of matrix polynomials Expressed in Polynomial
formula to construct it; see [5] , [4], [2], [3] , etc. d1 = d2 = 1, d = d1 + d20= 2; 1
In our approach, we use the results from H. Dym and D. Volok Bases , IMA J Numer Anal (2009) 29(1): 141-157 first pub-
1 1
(see [3]) looking for an explicit formula for X whose computation deg(N (x) ! 1, lc(N ) = is invertible; lished online February 27, 2008
2 −1
depends only on the entrees of N (λ) . α1 = −2, α = 8; [2] H. Dym, A Hermite theorem for matrix polynomials ,
√ 1 √3 √ √ in: Operator Theory: Advances and Applications, vol. 50,
Proposition 1 (see [3]) 41 5 41
u1 = ( 4 41 , 41 ), u2 = (− 10715170
15170 61 15170
, 15170 ); Birkhäuser Ver lag, Basel, 1991, pp. 191−214.
1. deg(det(N (λ))) = d = n × m, (16(x−1) 20(x−1)
1 − 41(1+2x) − 41(1+2x) [3] H. Dym, D. Volok, Zero distribution of matrix polynomi-
i.e: det(N (λ)) = a(λ − α1)(λ − α2) . . . (λ − αd) Θ1(x) =  20(x−1) (25(x−1)
;
− 41(1+2x) 1 − 41(1+2x) als, Linear Algebra Appl. 425. 2007. 714-738.
with a ∈ C \ {0}, α1, α2, . . . , αd ∈ C \ ∂Ω+.  
(125939(x−1) 71797(x−1) [4] H.Dym, N. Young, A Schur−Cohn theorem for matrix
2. There exists a rational valued m × m matrix function Θ(λ) 1 − 15170(−3+8x) − 15170(−3+8x)
Θ2(x) =  71797(x−1) (40931(x−1)
; polynomials, in: Proceedings of the Edinburgh Mathemat-
holomorphic on ∂Ω+ such that: − 15170(−3+8x) 1 − 15170(−3+8x) ical Society, vol. 33, 1990, pp. 337?366.
Θ∗ = Θ−1 on ∂Ω+; det(Θ) = bα1 bα2 . . . bαd ;  2

(−1873−4711x+1034x ) 19(x−1)(131+98x) [5] L. Lerer, M.Y Tismenetsky, The Bezoutian and the eigen-
− 370(1+2x)(−3+8x) 370(1+2x)(−3+8x) 
limλ→∞ Θ(λ) = Im for C+ and Θ holomorphic at 0 for D. Θ(x) =  ; value separation problem for matrix polynomials. Integral
19(x−1)(131+98x) 2
1873x +4711x−1034
3. D(λ) = Θ(λ)−1N (λ) is a matrix polynomial . 370(1+2x)(−3+8x) 370(1+2x)(−3+8x) Equations Operator Theory 5 (1982) 386−445.