Linearizations of rational matrices

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dc.contributor.advisor Martínez Dopico, Froilán César
dc.contributor.advisor Marcaida, Silvia Quintana Ponce, María del Carmen 2021-11-02T11:24:09Z 2021-11-02T11:24:09Z 2021-09 2021-09-28
dc.description Mención Internacional en el título de doctor
dc.description.abstract This PhD thesis belongs to the area of Numerical Linear Algebra. Specifically, to the numerical solution of the Rational Eigenvalue Problem (REP). This is a type of eigenvalue problem associated with rational matrices, which are matrices whose entries are rational functions. REPs appear directly from applications or as approx imations to arbitrary Nonlinear Eigenvalue Problems (NLEPs). Rational matrices also appear in linear systems and control theory, among other applications. Nowa days, a competitive method for solving REPs is via linearization. This is due to the fact that there exist backward stable and efficient algorithms to solve the linearized problem, which allows to recover the information of the original rational problem. In particular, linearizations transform the REP into a generalized eigenvalue pro blem in such a way that the pole and zero information of the corresponding rational matrix is preserved. To recover the pole and zero information of rational matrices, it is fundamental the notion of polynomial system matrix, introduced by Rosenbrock in 1970, and the fact that rational matrices can always be seen as transfer functions of polynomial system matrices. This thesis addresses different topics regarding the problem of linearizing REPs. On the one hand, one of the main objectives has been to develop a theory of li nearizations of rational matrices to study the properties of the linearizations that have appeared so far in the literature in a general framework. For this purpose, a definition of local linearization of rational matrix is introduced, by developing as starting point the extension of Rosenbrock’s minimal polynomial system matrices to a local scenario. This new theory of local linearizations captures and explains rigor ously the properties of all the different linearizations that have been used from the 1970’s for computing zeros, poles and eigenvalues of rational matrices. In particu lar, this theory has been applied to a number of pencils that have appeared in some influential papers on solving numerically NLEPs through rational approximation. On the other hand, the work has focused on the construction of linearizations of rational matrices taking into account different aspects. In some cases, we focus on preserving particular structures of the corresponding rational matrix in the li nearization. The structures considered are symmetric (Hermitian), skew-symmetric (skew-Hermitian), among others. In other cases, we focus on the direct construc tion of the linearizations from the original representation of the rational matrix. The representations considered are rational matrices expressed as the sum of their polynomial and strictly proper parts, rational matrices written as general trans fer function matrices, and rational matrices expressed by their Laurent expansion around the point at infinity. In addition, we describe the recovery rules of the information of the original rational matrix from the information of the new lineari zations, including in some cases not just the zero and pole information but also the information about the minimal indices. Finally, in this dissertation we tackle one of the most important open problems related to linearizations of rational matrices. That is the analysis of the backward stability for solving REPs by running a backward stable algorithm on a linearization. On this subject, a global backward error analysis has been developed by considering the linearizations in the family of “block Kronecker linearizations”. An analysis of this type had not been developed before in the literature.
dc.description.sponsorship Este trabajo ha sido desarrollado en el Departamento de Matemáticas de la Universidad Carlos III de Madrid (UC3M) bajo la dirección del profesor Froilán Martínez Dopico y codirección de la profesora Silvia Marcaida Bengoechea. Se contó durante cuatro años con un contrato predoctoral FPI, referencia BES-2016-076744, asociado al proyecto ALGEBRA LINEAL NUMERICA ESTRUCTURADA PARA MATRICES CONSTANTES, POLINOMIALES Y RACIONALES, referencia MTM2015-65798-P, del Ministerio de Economía y Competitividad, y cuyo investigador principal fue Froilán Martínez Dopico. Asociado a este contrato, se contó con una ayuda para realizar parte de este trabajo durante dos es tancias internacionales de investigación. La primera estancia de investigación se realizó del 30 de enero de 2019 hasta el 1 de marzo de 2019 en el Department of Mathematical En gineering, Université catholique de Louvain (Bélgica), bajo la supervisión del profesor Paul Van Dooren. La segunda estancia de investigación se realizó del 15 de septiembre de 2019 hasta el 19 de noviembre de 2019 en el Department of Mathematical Sciences, University of Montana (EEUU), bajo la supervisión del profesor Javier Pérez Alvaro. Dado que la entidad beneficiaria del contrato predoctoral es la UC3M mientras que el otro codirector de tesis, la profesora Silvia Marcaida Bengoechea, pertenece al Departamento de Matemáticas de la Universidad del País Vasco (UPV/EHU), el trabajo con la profesora Silvia Marcaida se reforzó mediante visitas a la UPV/EHU, financiadas por ayudas de la RED temática de Excelencia ALAMA (Algebra Lineal, Análisis Matricial y Aplicaciones) asociadas al los proyectos MTM2015-68805-REDT y MTM2017-90682-REDT.
dc.language.iso eng
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.subject.other Rational matrix
dc.subject.other Polynomial system matrix
dc.subject.other Rational eigenvalue problems
dc.subject.other Nonlinear eigenvalue problems
dc.subject.other Hermitian strong linearization
dc.subject.other Algorithms
dc.title Linearizations of rational matrices
dc.type doctoralThesis
dc.subject.eciencia Matemáticas
dc.rights.accessRights openAccess Programa de Doctorado en Ingeniería Matemática por la Universidad Carlos III de Madrid
dc.relation.projectID Gobierno de España. BES-2016-076744
dc.relation.projectID Gobierno de España. MTM2015-65798-P
dc.relation.projectID Gobierno de España. MTM2015-68805-REDT
dc.relation.projectID Gobierno de España. MTM2017-90682-REDT
dc.description.responsability Presidente: Ion Zaballa Tejada.- Secretario: Fernando de Terán Vergara.- Vocal: Vanni Noferini
dc.contributor.departamento UC3M. Departamento de Matemáticas
dc.contributor.funder Ministerio de Economía y Competitividad (España)
dc.contributor.tutor Martínez Dopico, Froilán César
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