Paul Michel Van Dooren

• Catholic University of Louvain

A fast and weakly stable method for computing the zeros of a particular class of hypergeometric polynomials is presented. The studied hypergeometric polynomials satisfy a higher order differential equation and generalize Laguerre polynomials. The theoretical study of the asymptotic distribution of the spectrum of these polynomials is an active rese...

A fast and weakly stable method for computing the zeros of a particular class of hypergeometric polynomials is presented. The studied hypergeometric polynomials satisfy a higher order differential equation and generalize Laguerre polynomials. The theoretical study of the asymptotic distribution of the spectrum of these polynomials is an active rese...

This paper considers the optimization problem \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \min _{X \in \mathcal {F}_v} f( {X}) + \lambda \Vert X\Ver...

In this paper we study para-Hermitian rational matrices and the associated structured rational eigenvalue problem (REP). Para-Hermitian rational matrices are square rational matrices that are Hermitian for all $z$ on the unit circle that are not poles. REPs are often solved via linearization, that is, using matrix pencils associated to the correspo...

The aim of this paper is to describe a Matlab package for computing the simultaneous Gaussian quadrature rules associated with a variety of multiple orthogonal polynomials. Multiple orthogonal polynomials can be considered as a generalization of classical orthogonal polynomials, satisfying orthogonality constraints with respect to $r$ different mea...

We investigate rank revealing factorizations of rank deficient m × n polynomial matrices P (λ) into products of three, P (λ) = L(λ)E(λ)R(λ), or two, P (λ) = L(λ)R(λ), polynomial matrices. Among all possible factorizations of these types, we focus on those for which L(λ) and/or R(λ) is a minimal basis, since they allow us to relate easily the degree...

In this note, we analyze the compatibility conditions of 2D descriptor systems with periodic coefficients and we derive a special coordinate system in which these conditions reduce to simple matrix commutativity conditions. We also show that the compatibility of the different trajectories in such a periodic 2D descriptor system can elegantly be for...

We study the tangential interpolation problem for a passive transfer function in standard state-space form. We derive new interpolation conditions based on the computation of a deflating subspace associated with a selection of spectral zeros of a parameterized para-Hermitian transfer function. We show that this technique improves the robustness of...

In this paper, we consider the computation of the modified moments for the system of Laguerre polynomials on the real semiaxis with the Hermite weight. These moments can be used for the computation of integrals with the Hermite weight on the real semiaxis via product rules. We propose a new computational method based on the construction of the null...

In this paper we analyze the stability of the problem of performing a rational QZ step with a shift that is an eigenvalue of a given regular pencil $$H-\lambda K$$ H - λ K in unreduced Hessenberg–Hessenberg form. In exact arithmetic, the backward rational QZ step moves the eigenvalue to the top of the pencil, while the rest of the pencil is maintai...

We define a compact local Smith-McMillan form of a rational matrix $R(\lambda)$ as the diagonal matrix whose diagonal elements are the nonzero entries of a local Smith-McMillan form of $R(\lambda)$. We show that a recursive rank search procedure, applied to a block-Toeplitz matrix built on the Laurent expansion of $R(\lambda)$ around an arbitrary c...

In this paper we consider the computation of the modified moments for the system of Laguerre polynomials on the real semiaxis with the Hermite weight. These moments can be used for the computation of integrals with the Hermite weight for the real semiaxis, either via product rules or via the construction of the n -point Gaussian quadrature rule wit...

In this paper we study the backward stability of running a backward stable eigenstructure solver on a pencil \(S(\lambda )\) that is a strong linearization of a rational matrix \(R(\lambda )\) expressed in the form \(R(\lambda )=D(\lambda )+ C(\lambda I_\ell -A)^{-1}B\), where \(D(\lambda )\) is a polynomial matrix and \(C(\lambda I_\ell -A)^{-1}B\...

The notion of root polynomials of a polynomial matrix P(λ) was thoroughly studied in Dopico and Noferini (2020) [6]. In this paper, we extend such a systematic approach to general rational matrices R(λ), possibly singular and possibly with coalescent pole/zero pairs. We discuss the related theory for rational matrices with coefficients in an arbitr...

A well known method to solve the Polynomial Eigenvalue Problem (PEP) is via linearization. That is, transforming the PEP into a generalized linear eigenvalue problem with the same spectral information and solving such linear problem with some of the eigenvalue algorithms available in the literature. Linearizations of matrix polynomials are usually...

We analyze the recovery of different roles in a network modeled by a directed graph, based on the so-called Neighborhood Pattern Similarity approach. Our analysis uses results from random matrix theory to show that, when assuming that the graph is generated as a particular stochastic block model with Bernoulli probability distributions for the diff...

We revisit the notion of root polynomials, thoroughly studied in [F. Dopico and V. Noferini, Root polynomials and their role in the theory of matrix polynomials, Linear Algebra Appl. 584:37–78, 2020] for general polynomial matrices, and show how they can efficiently be computed in the case of a matrix pencil λE+A. The method we propose makes extens...

In this paper we revisit the greatest common right divisor (GCRD) extraction from a set of polynomial matrices $P_i(\lambda)\in \F[\la]^{m_i\times n}$, $i=1,\ldots,k$ with coefficients in a generic field $\F$, and with common column dimension $n$. We give necessary and sufficient conditions for a matrix $G(s)\in \F[\la]^{\ell\times n}$ to be a GCRD...

This paper considers the optimization problem in the form of $ \min_{X \in \mathcal{F}_v} f(x) + \lambda \|X\|_1, $ where $f$ is smooth, $\mathcal{F}_v = \{X \in \mathbb{R}^{n \times q} : X^T X = I_q, v \in \mathrm{span}(X)\}$, and $v$ is a given positive vector. The clustering models including but not limited to the models used by $k$-means, commu...

The computation of n -point Gaussian quadrature rules for symmetric weight functions is considered in this paper. It is shown that the nodes and the weights of the Gaussian quadrature rule can be retrieved from the singular value decomposition of a bidiagonal matrix of size n /2. The proposed numerical method allows to compute the nodes with high r...

In this paper we derive new sufficient conditions for a linear system matrix S(λ):=T(λ)-U(λ)V(λ)W(λ), where T(λ) is assumed regular, to be strongly irreducible. In particular, we introduce the notion of strong minimality, and the corresponding conditions are shown to be sufficient for a polynomial system matrix to be strongly minimal. A strongly ir...

The notion of root polynomials of a polynomial matrix $P(\lambda)$ was thoroughly studied in [F. Dopico and V. Noferini, Root polynomials and their role in the theory of matrix polynomials, Linear Algebra Appl. 584:37--78, 2020]. In this paper, we extend such a systematic approach to general rational matrices $R(\lambda)$, possibly singular and pos...

We analyse the recovery of different roles in a network modelled by a directed graph, based on the so-called Neighbourhood Pattern Similarity approach. Our analysis uses results from random matrix theory to show that when assuming the graph is generated as a particular Stochastic Block Model with Bernoulli probability distributions for the differen...

We revisit the notion of root polynomials, thoroughly studied in [F. Dopico and V. Noferini, Root polynomials and their role in the theory of matrix polynomials, Linear Algebra Appl. 584:37--78, 2020] for general polynomial matrices, and show how they can efficiently be computed in the case of matrix pencils. The staircase algorithm implicitly comp...

We prove that we can always construct strongly minimal linearizations of an arbitrary rational matrix from its Laurent expansion around the point at infinity, which happens to be the case for polynomial matrices expressed in the monomial basis. If the rational matrix has a particular self-conjugate structure we show how to construct strongly minima...

We present quadratically convergent algorithms to compute the extremal value of a real parameter for which a given rational transfer function of a linear time-invariant system is passive. This problem is formulated for both continuous-time and discrete-time systems and is linked to the problem of finding a realization of a rational transfer functio...

We study the backward stability of running a backward stable eigenstructure solver on a pencil $S(\lambda)$ that is a strong linearization of a rational matrix $R(\lambda)$ expressed in the form $R(\lambda)=D(\lambda)+ C(\lambda I_\ell-A)^{-1}B$, where $D(\lambda)$ is a polynomial matrix and $C(\lambda I_\ell-A)^{-1}B$ is a minimal state-space real...

Stability is a basic property of dynamical systems. In this paper we analyze the stability of multidimensional systems and present new sufficient conditions for the asymptotic stability in terms of linear matrix inequalities. We treat both the discrete-time and continuous-time cases and also propose variants that require linear matrix inequalities...

Block full rank pencils introduced in [Dopico et al., Local linearizations of rational matrices with application to rational approximations of nonlinear eigenvalue problems, Linear Algebra Appl., 2020] allow us to obtain local information about zeros that are not poles of rational matrices. In this paper we extend the structure of those block full...

In this paper we analyze an indirect approach, called the Neighborhood Pattern Similarity approach, to solve the so-called role extraction problem of a large-scale graph. The method is based on the preliminary construction of a node similarity matrix which allows in a second stage to group together, with an appropriate clustering technique, the nod...

Community detection plays an important role in understanding and exploiting the structure of complex systems. Many algorithms have been developed for community detection using modularity maximization or other techniques. In this paper, we formulate the community detection problem as a constrained nonsmooth optimization problem on the compact Stiefe...

In this paper, we study the identification problem of strictly passive systems from frequency response data. We present a simple construction approach based on the Mayo–Antoulas generalized realization theory that automatically yields a port-Hamiltonian realization for every strictly passive system with simple spectral zeros. Furthermore, we discus...

In this paper we show how to construct diagonal scalings for arbitrary matrix pencils $\lambda B-A$, in which both $A$ and $B$ are complex matrices (square or nonsquare). The goal of such diagonal scalings is to "balance" in some sense the row and column norms of the pencil. We see that the problem of scaling a matrix pencil is equivalent to the pr...

In this paper we revisit the problem of performing a $QZ$ step with a so-called ‘perfect shift’, which is an ‘exact’ eigenvalue of a given regular pencil $\lambda B-A$ in unreduced Hessenberg triangular form. In exact arithmetic, the $QZ$ step moves that eigenvalue to the bottom of the pencil, while the rest of the pencil is maintained in Hessenber...

We study different representations of a given rational transfer function that represents a passive (or positive real) discrete-time system. When the system is subject to perturbations, passivity or stability may be lost. To make the system robust, we use the freedom in the representation to characterize and construct optimally robust representation...

This paper presents a definition for local linearizations of rational matrices and studies their properties. This definition allows to introduce matrix pencils associated to a rational matrix that preserve its structure of zeros and poles in subsets of any algebraically closed field and also at infinity. This new theory of local linearizations capt...

In this paper formulas are derived for the analytic center of the solution set of linear matrix inequalities (LMIs) defining passive transfer functions. The algebraic Riccati equations that are usually associated with such systems are related to boundary points of the convex set defined by the solution set of the LMI. It is shown that the analytic...

When computing the eigenstructure of matrix pencils associated with the passivity analysis of perturbed port-Hamiltonian descriptor system using a structured generalized eigenvalue method, one should make sure that the computed spectrum satisfies the symmetries that corresponds to this structure and the underlying physical system. We perform a back...

This paper addresses the problem of stability for general two-dimensional (2D) discrete-time and continuous-discrete time Lyapunov systems, where linear matrix inequalities (LMI’s) approach is applied to derive a new sufficient conditions for the asymptotic stability.

In this paper, we study the identification problem of a passive system from tangential interpolation data. We present a simple construction approach based on the Mayo-Antoulas generalized realization theory that automatically yields a port-Hamiltonian realization for every strictly passive system with simple spectral zeros. Furthermore, we discuss...

We construct optimally robust realizations of a given rational transfer function that represents a passive discrete-time system. We link it to the solution set of linear matrix inequalities defining passive transfer functions. We also consider the problem of finding the nearest passive system to a given non-passive one.

This paper presents a definition for local linearizations of rational matrices and studies their properties. This definition allows us to introduce matrix pencils associated to a rational matrix that preserve its structure of zeros and poles in subsets of any algebraically closed field and also at infinity. Moreover, such definition includes, as pa...

We study how small perturbations of general matrix polynomials may change their elementary divisors and minimal indices by constructing the closure hierarchy (stratification) graphs of matrix polynomials’ orbits and bundles. To solve this problem, we construct the stratification graphs for the first companion Fiedler linearization of matrix polynom...

In this paper we describe how to swap two 2 × 2 blocks in a real Schur form and a generalized real Schur form. We pay special attention to the numerical stability of the method. We also illustrate the stability of our approach by a series of numerical tests.

We construct optimally robust port-Hamiltonian realizations of a given rational transfer function that represents a passive system. We show that the realization with a maximal passivity radius is a normalized port-Hamiltonian one. Its computation is linked to a particular solution of a linear matrix inequality that defines passivity of the transfer...

In this paper formulas are derived for the analytic center of the solution set of linear matrix inequalities (LMIs) defining passive transfer functions. The algebraic Riccati equations that are usually associated with such systems are related to boundary points of the convex set defined by the solution set of the LMI. It is shown that the analytic...

The computation of the eigenvalue decomposition of symmetric matrices is one of the most investigated problems in numerical linear algebra. For a matrix of moderate size, the customary procedure is to reduce it to a symmetric tridiagonal one by means of an orthogonal similarity transformation and then compute the eigendecomposition of the tridiagon...

In this paper we derive new sufficient conditions for a linear system matrix $$S(\lambda):=\left[\begin{array}{ccc} T(\lambda) & -U(\lambda) \\ V(\lambda) & W(\lambda) \end{array}\right],$$ where $T(\lambda)$ is assumed regular, to be strongly irreducible. In particular, we introduce the notion of strong minimality, and the corresponding conditions...

The generalized Schur algorithm is a powerful tool allowing to compute classical decompositions of matrices, such as the QR and LU factorizations. When applied to matrices with particular structures, the generalized Schur algorithm computes these factorizations with a complexity of one order of magnitude less than that of classical algorithms based...

We introduce a new family of strong linearizations of matrix polynomials---which we call "block Kronecker pencils"---and perform a backward stability analysis of complete polynomial eigenproblems. These problems are solved by applying any backward stable algorithm to a block Kronecker pencil, such as the staircase algorithm for singular pencils or...

The standard way of solving a polynomial eigenvalue problem associated with a matrix polynomial starts by embedding the matrix coefficients of the polynomial into a matrix pencil, known as a strong linearization. This process transforms the problem into an equivalent generalized eigenvalue problem. However, there are some situations in which is mor...

The standard way of solving a polynomial eigenvalue problem associated with a matrix polynomial starts by embedding the matrix coefficients of the polynomial into a matrix pencil, known as a strong linearization. This process transforms the problem into an equivalent generalized eigenvalue problem. However, there are some situations in which is mor...

We discuss the problem of robust representations of stable and passive transfer functions in particular coordinate systems, and focus in particular on the so-called port-Hamiltonian representations. Such representations are typically far from unique and the degrees of freedom are related to the solution set of the so-called Kalman-Yakubovich-Popov...

We discuss the problem of robust representations of stable and passive transfer functions in particular coordinate systems, and focus in particular on the so-called port-Hamiltonian representations. Such representations are typically far from unique and the degrees of freedom are related to the solution set of the so-called Kalman-Yakubovich-Popov...

In this paper we revisit the problem of performing a QR step on an unreduced Hessenberg matrix H when we know an "exact" eigenvalue λ 0 of H. In exact arithmetic, this eigenvalue will appear on the diagonal of the transformed Hessenberg matrix H and will be decoupled from the remaining part of the Hessenberg matrix, thus resulting in a deflation. B...

This paper studies generic and perturbation properties inside the linear space of $m\times (m+n)$ polynomial matrices whose rows have degrees bounded by a given list $d_1, \ldots, d_m$ of natural numbers, which in the particular case $d_1 = \cdots = d_m = d$ is just the set of $m\times (m+n)$ polynomial matrices with degree at most $d$. Thus, the r...

This paper studies generic and perturbation properties inside the linear space of $m\times (m+n)$ polynomial matrices whose rows have degrees bounded by a given list $d_1, \ldots, d_m$ of natural numbers, which in the particular case $d_1 = \cdots = d_m = d$ is just the set of $m\times (m+n)$ polynomial matrices with degree at most $d$. Thus, the r...

We present an efficient algorithm to compute the H∞ norm of a fractional system. The algorithm is based on the computation of level sets of the maximum singular value of the transfer function, as a function of frequency. Numerical examples are given to illustrate the new method.

Phylogenetic trees are now routinely inferred from enormous genome-scale data sets, revealing extensive variation in phylogenetic signal both within and between individual genes. This variation may result from a wide range of biological phenomena, such as recombination, horizontal gene transfer, or hybridization. It may also indicate stochastic and...

We introduce a new family of strong linearizations of matrix polynomials---which we call "block Kronecker pencils"---and perform a backward stability analysis of complete polynomial eigenproblems. These problems are solved by applying any backward stable algorithm to a block Kronecker pencil, such as the staircase algorithm for singular pencils or...

Community detection in networks is a very actual and important field of research with applications in many areas. But, given that the amount of processed data increases more and more, existing algorithms need to be adapted for very large graphs. The objective of this project was to parallelise the Synchronised Louvain Method, a community detection...

Computing meaningful clusters of nodes is crucial to analyse large networks. In this paper, we apply new clustering methods to improve the computational time. We use the properties of the adjacency matrix to obtain better role extraction. We also define a new non-recursive similarity measure and compare its results with the ones obtained with Browe...

In this paper we revisit the problem of finding an orthogonal similarity transformation that puts an n × n matrix A in a block upper-triangular form that reveals its Jordan structure at a particular eigenvalue λ0. The obtained form in fact reveals the dimensions of the null spaces of (A − λ0I)ⁱ at that eigenvalue via the sizes of the leading diagon...

We introduce a new class of structured matrix polynomials, namely, the class of M_A-structured matrix polynomials, to provide a common framework for many classes of structured matrix polynomials that are important in applications: the classes of (skew-)symmetric, (anti-)palindromic, and alternating matrix polynomials. Then, we introduce the familie...

We introduce a new class of structured matrix polynomials, namely, the class of M_A-structured matrix polynomials, to provide a common framework for many classes of structured matrix polynomials that are important in applications: the classes of (skew-)symmetric, (anti-)palindromic, and alternating matrix polynomials. Then, we introduce the familie...

Polynomial minimal bases of rational vector subspaces are a classical concept that plays an important role in control theory, linear systems theory, and coding theory. It is a common practice to arrange the vectors of any minimal basis as the rows of a polynomial matrix and to call such matrix simply a minimal basis. Very recently, minimal bases, a...

Polynomial minimal bases of rational vector subspaces are a classical concept that plays an important role in control theory, linear systems theory, and coding theory. It is a common practice to arrange the vectors of any minimal basis as the rows of a polynomial matrix and to call such matrix simply a minimal basis. Very recently, minimal bases, a...

An algorithm for computing the antitriangular factorization of symmetric matrices, relying only on orthogonal transformations, was recently proposed. The computed antitriangular form straightforwardly reveals the inertia of the matrix. A block version of the latter algorithm was described in a different paper, where it was noticed that the algorith...

Modern phylogenomic analyses often result in large collections of phylogenetic trees representing uncertainty in individual gene trees, variation across genes, or both. Extracting phylogenetic signal from these tree sets can be challenging, as they are difficult to visualize, explore, and quantify. To overcome some of these challenges, we have deve...

In solving a linear system with iterative methods, one is usually confronted with the dilemma of having to choose between cheap, inefficient iterates over sparse search directions (e.g., coordinate descent), or expensive iterates in well-chosen search directions (e.g., conjugate gradients). In this paper, we propose to interpolate between these two...

In solving a linear system with iterative methods, one is usually confronted with the dilemma of having to choose between cheap, inefficient iterates over sparse search directions (e.g., coordinate descent), or expensive iterates in well-chosen search directions (e.g., conjugate gradients). In this paper, we propose to interpolate between these two...

We present a framework for the construction of linearizations for scalar and matrix polynomials based on dual bases which, in the case of orthogonal polynomials, can be described by the associated recurrence relations. The framework provides an extension of the classical linearization theory for polynomials expressed in non-monomial bases and allow...

We present a framework for the construction of linearizations for scalar and matrix polynomials based on dual bases which, in the case of orthogonal polynomials, can be described by the associated recurrence relations. The framework provides an extension of the classical linearization theory for polynomials expressed in non-monomial bases and allow...

This paper presents an algorithm that solves optimization problems on a matrix manifold with an additional rank inequality constraint. The algorithm resorts to well-known Riemannian optimization schemes on fixed-rank manifolds, combined with new mechanisms to increase or decrease the rank. The convergence of the algorithm is analyzed and a weighted...

We propose an extended Lanczos bidiagonalization algorithm for finding a low rank approximation of a given matrix. We show that this method can yield better low-rank approximations than standard Lanczos bidiagonalization algorithm, without increasing the cost too much. We also describe a partial reorthogonalization process that can be used to maint...

Minimal bases of rational vector spaces are a well-known and important tool in systems theory. If minimal bases for two subspaces of rational n-space are displayed as the rows of polynomial matrices Z1(λ)k×n and Z2(λ)m×n, respectively, then Z1 and Z2 are said to be dual minimal bases if the subspaces have complementary dimension, i.e., k+m=n, and Z...

We study the regularization problem for linear differential-algebraic systems. As an improvement of former results we show that any system can be regularized by a combination of state-space and input-space transformations, behavioral equivalence transformations and a reorganization of variables. The additional state feedback which is needed in earl...

It is commonplace in many application domains to utilize polynomial eigenvalue problems to model the behaviour of physical systems. Many techniques exist to compute solutions of these polynomial eigenvalue problems. One of the most frequently used techniques is linearization, in which the polynomial eigenvalue problem is turned into an equivalent l...

We present an algorithm for computing a symmetric rank-revealing decomposition of a symmetric n×n matrix A, as defined in the work of Hansen & Yalamov [9]: we factorize the original matrix into a product A=QMQT, with Q orthogonal and M symmetric and in block form, with one of the blocks containing the dominant information of A, such as its largest...

We search for the Markov chain with the optimal mixing rate where transitions are restricted to happen along a cycle of the states. We show that homogeneous, reversible chains are locally optimal for perturbations that make them inhomogeneous and non-reversible. Moreover, we show the optimality holds globally if only a single type of perturbation (...

We consider the problem of finding a square low rank correction (λC − B)F to a given square pencil (λE − A) such that the new pencil λ(E − CF) − (A − BF) has all its generalized eigenvalues at the origin. We give necessary and sufficient conditions for this problem to have a solution and we also provide a constructive algorithm to compute F when su...

We consider the problem of comparing two directed graphs with nodes that have been subdivided into classes of different type. The matching process is based on a constrained projection of the nodes of the graphs in a lower dimensional space. This procedure is formulated as a non-convex optimization problem. The objective function uses the two adjace...

In this paper, we consider the problem of factorizing the matrix of all ones into the binary matrices. We show that under some conditions on the factors, these are isomorphic to a row permutation of a De Bruijn matrix. Moreover, we consider in particular the binary roots of , i.e. the binary solutions to . On the one hand, we prove that any binary...