Low-rank iterative methods for projected generalized Lyapunov equations.
We study matrix identities involving multiplication and unary operations such as transposition or Moore–Penrose inversion. We prove that in many cases such identities admit no finite basis.
It is shown that a certain Bezout operator provides a bijective correspondence between the solutions of the matrix quadratic equation and factorizatons of a certain matrix polynomial (which is a specification of a Popov-type function) into a product of row and column reduced polynomials. Special attention is paid to the symmetric case, i.e. to the Algebraic Riccati Equation. In particular, it is shown that extremal solutions of such equations correspond to spectral factorizations of . The proof...
Least-Squares Solution (LSS) of a linear matrix equation and Ordinary Least-Squares Estimator (OLSE) of unknown parameters in a general linear model are two standard algebraical methods in computational mathematics and regression analysis. Assume that a symmetric quadratic matrix-valued function Φ(Z) = Q − ZPZ0 is given, where Z is taken as the LSS of the linear matrix equation AZ = B. In this paper, we establish a group of formulas for calculating maximum and minimum ranks and inertias of Φ(Z)...
Max-min algebra and its various aspects have been intensively studied by many authors [1, 4] because of its applicability to various areas, such as fuzzy system, knowledge management and others. Binary operations of addition and multiplication of real numbers used in classical linear algebra are replaced in max-min algebra by operations of maximum and minimum. We consider two-sided systems of max-min linear equations , with given coefficient matrices and . We present a polynomial method for...
Let be a complex, separable Hilbert space of finite or infinite dimension, and let ℬ() be the algebra of all bounded operators on . It is shown that if φ: ℬ() → ℬ() is a multiplicative map(not assumed linear) and if φ is sufficiently close to a linear automorphism of ℬ() in some uniform sense, then it is actually an automorphism; as such, there is an invertible operator S in ℬ() such that for all A in ℬ(). When is finite-dimensional, similar results are obtained with the mere assumption that there...