Spectral problem for polynomial matrix pencils. 2

V. N. Kublanovskaya

Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part V, Tome 111 (1981), pp. 109-116

Résumé

For an arbitrary polynomial pencil of matrices $A_i$ of dimensions $m\times n$ one presents an algorithm for the computation of the eigenvalues of the regular kernel of the pencil. The algorithm allows to construct a regular pencil having the same eigenvalues as the regular kernel of the initial pencil or (in the case of a dead end termination) allows to pass from the initial pencil to a pencil of smaller dimensions whose regular kernel has the same eigenvalues as the initial pencil. The problem is solved by reducing the obtained pencil to a linear one. For solving the problem in the case of a linear pencil one considers algorithms for pencils of full column rank as well as for completely singular pencils.