Singular value decomposition of multi-companion matrices

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: http://eprints.maths.manchester.ac.uk/id/eprint/585

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