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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