The Canonical Generalized Polar Decomposition

• Authors: Nicholas J. Higham;Christian Mehl;Françoise Tisseur
• Venue: SIAM Journal on Matrix Analysis and Applications
• Year: 2010

The polar decomposition of a square matrix has been generalized by several authors to scalar products on $\mathbb{R}^n$ or $\mathbb{C}^n$ given by a bilinear or sesquilinear form. Previous work has focused mainly on the case of square matrices, sometimes with the assumption of a Hermitian scalar product. We introduce the canonical generalized polar decomposition $A = WS$, defined for general $m\times n$ matrices $A$, where $W$ is a partial $(M,N)$-isometry and $S$ is $N$-selfadjoint with nonzero eigenvalues lying in the open right half-plane, and the nonsingular matrices $M$ and $N$ define scalar products on $\mathbb{C}^m$ and $\mathbb{C}^n$, respectively. We derive conditions under which a unique decomposition exists and show how to compute the decomposition by matrix iterations. Our treatment derives and exploits key properties of partial $(M,N)$-isometries and orthosymmetric pairs of scalar products, and also employs an appropriate generalized Moore-Penrose pseudoinverse. We relate commutativity of the factors in the canonical generalized polar decomposition to an appropriate definition of normality. We also consider a related generalized polar decomposition $A = WS$, defined only for square matrices $A$ and in which $W$ is an automorphism; we analyze its existence and the uniqueness of the selfadjoint factor when $A$ is singular.