This paper defines for the first time strong linearizations of arbitrary rational matrices, studies in depth properties and different characterizations of such linear matrix pencils, and develops infinitely many examples of strong linearizations that can be explicitly and easily constructed from a minimal state-space realization of the strictly proper part of the considered rational matrix and the coefficients of the polynomial part. As a consequence, the results in this paper establish a rigorous foundation for the numerical computation of the complete structure of zeros and poles, both finite and at infinity, of any rational matrix by applying any well known backward stable algorithm for generalized eigenvalue problems to any of the strong linearizations explicitly constructed in this work. Since the results of this paper require to use several concepts that are not standard in matrix computations, a considerable effort has been done to make the paper as self-contained as possible.
The structure of a rational matrix is given by its Smith-McMillan invariants. Some properties of the Smith-McMillan invariants of rational matrices with elements in different principal ideal domains are presented: In the ring of polynomials in one indeterminate (global structure), in the local ring at an irreducible polynomial (local structure), and in the ring of proper rational functions (infinite structure). Furthermore, the change of the finite (global and local) and infinite structures is studied when performing a Mobius transformation on a rational matrix. The results are applied to define an equivalence relation in the set of polynomial matrices, with no restriction on size, for which a complete system of invariants are the finite and infinite elementary divisors.
We construct a new family of strong linearizations of rational matrices considering the polynomial part of them expressed in a basis that satisfies a three term recurrence relation. For this purpose, we combine the theory developed by Amparan et al., MIMS EPrint 2016.51, and the new linearizations of polynomial matrices introduced by Faßbender and Saltenberger, Linear Algebra Appl., 525 (2017). In addition, we present a detailed study of how to recover eigenvectors of a rational matrix from those of its linearizations in this family. We complete the paper by discussing how to extend the results when the polynomial part is expressed in other bases, and by presenting strong linearizations that preserve the structure of symmetric or Hermitian rational matrices. A conclusion of this work is that the combination of the results in this paper with those in Amparan et al., MIMS EPrint 2016.51, allows us to use essentially all the strong linearizations of polynomial matrices developed in the last fifteen years to construct strong linearizations of any rational matrix by expressing such matrix in terms of its polynomial and strictly proper parts.Keywords: rational matrix, rational eigenvalue problem, strong block minimal bases pencil, strong linearization, recovery of eigenvectors, symmetric strong linearization, Hermitian strong linearization AMS subject classifications: 65F15, 15A18, 15A22, 15A54, 93B18, 93B20, 93B60 * Corresponding author Email addresses: dopico@math.uc3m.es (Froilán M. Dopico), silvia.marcaida@ehu.eus (Silvia Marcaida), maquinta@math.uc3m.es (María C. Quintana) 1 Supported by "Ministerio de Economía, Industria y Competitividad (MINECO)" of Spain and "Fondo Europeo de Desarrollo Regional (FEDER)" of EU through grants MTM2015-65798-P and MTM2017-90682-REDT. The research of M. C. Quintana is funded by the "contrato predoctoral" BES-2016-076744 of MINECO.2 Supported by "Ministerio de Economía, Industria y Competitividad (MINECO)" of Spain and "Fondo Europeo de Desarrollo Regional (FEDER)" of EU through grants MTM2017-83624-P and MTM2017-90682-REDT, and by UPV/EHU through grant GIU16/42.
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 particular cases, other definitions that have been used previously in the literature. In this way, this new theory of local linearizations captures and explains rigorously the properties of all the different pencils that have been used from the 1970's until 2019 for computing zeros, poles and eigenvalues of rational matrices. Particular attention is paid to those pencils that have appeared recently in the numerical solution of nonlinear eigenvalue problems through rational approximation.
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