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Low grade matrices and matrix fraction representations

  • S.A.C. Capital Management, LLC
  • New York University

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

The lower grade (lgrade) of an n×n matrix A is the largest rank of any subdiagonal block of a symmetric partition of A. A number of algebraic results on lgrade are given. When A has lgrade d, it can be approximately decomposed as A=U+V, where U is an upper triangular matrix and V has rank d. If A satisfies GA=N with G and N having lower bandwidths dG and dN, then the decomposition is exact: A=U+V, where U is an upper triangular matrix with lower bandwidth equal to dN−dG and V has low rank (generically dG). This result generalizes the well-known representations of A when A=G−1 and G is banded. A generalization of the Givens rotation product decomposition of unitary Hessenberg matrices is given and its structure is analyzed. These “consecutive subblock products” are used to construct a representation of an lgrade-d matrix A of the form GA=N with G and N having lower bandwidth d. G can be chosen to be lower triangular or unitary.

Original languageEnglish
Pages (from-to)187-201
Number of pages15
JournalLinear Algebra and Its Applications
Volume342
Issue number1-3
DOIs
StatePublished - Feb 15 2002

Keywords

  • Matrix fraction
  • Matrix grade
  • Matrix product
  • Matrix representations

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