Singular-value-like decomposition for complex matrix triples

  • Authors:
  • Christian Mehl;Volker Mehrmann;Hongguo Xu

  • Affiliations:
  • School of Mathematics, University of Birmingham, Edgbaston, Birmingham, B15 2TT, United Kingdom;Technische Universität Berlin, Institut für Mathematik, MA 4-5, Straíe des 17. Juni 136, 10623 Berlin, Germany;Department of Mathematics, University of Kansas, Lawrence, KS 66045, USA

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2010

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Abstract

The classical singular value decomposition for a matrix A@?C^m^x^n is a canonical form for A that also displays the eigenvalues of the Hermitian matrices AA^* and A^*A. In this paper, we develop a corresponding decomposition for A that provides the Jordan canonical forms for the complex symmetric matrices AA^T and A^TA. More generally, we consider the matrix triple (A,G,G@?), where G@?C^m^x^m,G@?@?C^n^x^n are invertible and either complex symmetric or complex skew-symmetric, and we provide a canonical form under transformations of the form (A,G,G@?)@?(X^TAY,X^TGX,Y^TG@?Y), where X,Y are nonsingular.