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2006.362: Singular value decomposition of multi-companion matrices

2006.362: Georgi Boshnakov (2006) Singular value decomposition of multi-companion matrices.

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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 2000 > 15 Linear and multilinear algebra; matrix theory
MSC 2000 > 62 Statistics
MIMS number:2006.362
Deposited By:Dr Georgi Boshnakov
Deposited On:04 September 2006

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