Boshnakov, Georgi (2006) Singular value decomposition of multi-companion matrices. [MIMS Preprint]
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Abstract
We obtain the singular value decomposition of multi-companion matrices. We completely characterise the columns of the matrix $U$ and give a simple formula for obtaining the columns of the other unitary matrix, $V$, from the columns of $U$. We also obtain necessary and sufficient conditions for the related matrix polynomial to be hyperbolic.
| Item Type: | MIMS Preprint |
|---|---|
| Uncontrolled Keywords: | multi-companion matrices, block-companion matrices, singular value decomposition, polar decomposition, generating time series models |
| Subjects: | MSC 2010, the AMS's Mathematics Subject Classification > 15 Linear and multilinear algebra; matrix theory MSC 2010, the AMS's Mathematics Subject Classification > 62 Statistics |
| Depositing User: | Dr Georgi Boshnakov |
| Date Deposited: | 04 Sep 2006 |
| Last Modified: | 08 Nov 2017 18:18 |
| URI: | https://eprints.maths.manchester.ac.uk/id/eprint/585 |
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