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Regularizing algorithm for mixed matrix pencils

  
Apr 18, 2017

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P. Van Dooren (1979) constructed an algorithm for computing all singular summands of Kronecker’s canonical form of a matrix pencil. His algorithm uses only unitary transformations, which improves its numerical stability. We extend Van Dooren’s algorithm to square complex matrices with respect to consimilarity transformations ASAS¯1$\begin{array}{} \displaystyle A \mapsto SA{\bar S^{ - 1}} \end{array}$ and to pairs of m × n complex matrices with respect to transformations (A,B)(SAR,SAR¯)$\begin{array}{} \displaystyle (A,B) \mapsto (SAR,SB\bar R) \end{array}$, in which S and R are nonsingular matrices.

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English