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therefore, according to Lemma 4.1, the matrix pair (E, A+∆A ) Now,
is regular and has a zero hat infinity.
i Similarly we can do NLT ANR = an,n .
perturbation on A if rank E A < n. In this case the 2-
norm of the last row of the matrix A is zero. Thus
" # by doing a According to lemma 4.1, the matrix product NLT ANR should
E be equal to zero for the pair (E, A) to have a zero at infin-
similar kind of perturbation as in case of rank < n to the
A ity.Therefore perturbing the matrix A with ∆A = −an.n at the
last row of the matrix A and ensuring an,n = 0, we can have n, nth position and zero elsewhere the matrix pair (E, A+∆A )
a matrix pair (E, A + ∆A ) which is regular and "has#a zero at will have a zero at infinity and k∆A k = an,n = D.
h i E Case 3:k∆A k = 0.
infinity. If for both rank E A < n and rank < n the
A As rank ∆E = 1 hence it can only a particular row or column
both the 2-norm of both the last row and the last column of
of the matrix E can be perturbed. We have to ensure that we
the matrix A is zero. In this case small perturbation can done
donot perturb the (n, n)th term of the matrix E which is zero
simultaneously on the last row and column of the matrix A to
because this would make the matrix E + ∆E a full rank matrix
increase their 2-norm to some arbitrary small non-zero quantity
with which we can’t have any zeros at infinity. First consider
while ensuring an,n = 0, the matrix pair (E, A + ∆A ) will be
the perturbation on the last column of the matrix E:
regular and has a zero at infinity.
Case 2: rank E 6 n − 2 σ1 0 ... γ1
If the matrix pair (E, A) is non-regular then equation (5) 0 σ ... γ2
2
. .. . ..
is satisfied. This would imply that rank A 6 n − 1. By E + ∆E == . . . . . .
arbitrary small perturbation ∆A we can ensure that the matrix
0 . . . σn−1 γn−1
A + ∆A is full rank. This would ensure that equation (5) is 0 ... ... 0
no more satisfied and the matrix pair (E, A + ∆A ) is regular.
As rank E 6 n − 2, using theorem 4.2 we can find a samll Let NL and NR be the matrices whose columns spam the left
perturbation ∆E such that the matrix pair (E + ∆E , A + ∆A ) and right nullspace of E + ∆E respectively.
has a zero at infinity and is regular. h iT h iT
NL = 0 . . . 1 , NR = γ1 σ2 . . . σn−1 . . . σ1 σ2 . . . σn−1
Theorem 4.4: Consider a regular pencil (E, A) ∈ Rn×n and
p
rank E = n − 1. Let D = k∆E k2 + k∆A k2 . Then for some According to lemma 4.1 for the matrix pair (E + ∆E , A) to
rank ∆A , ∆E 6 1: have a zero at infinity,
min D = min{σn−1 (E), an,n , X, Y } (6)
NLT ANR = 0
with
|an,n σ1 ...σn−1 | ⇒ an,1 σ2 . . . σn−1 +. . .+an,n−1 σ1 . . . σn−2 = an,n σ1 . . . σn−1
X=√
(an,1 σ2 σ3 ...σn−1 )2 +...+(an,n−1 σ1 σ2 ...σn−2 )2
|an,n σ1 ...σn−1 | (7)
Y =√
(a1,n σ2 σ3 ...σn−1 )2 +...+(an−1,n σ1 σ2 ...σn−2 )2 For this case:
such that the matrix pair (E + ∆E , A + ∆A ) has a zero at q
D = γ12 + . . . + γn−1 2 .
infinity
Proof: If we consider equation (7) to be a equation of a plane with
Case 1: Perturbation on the singular values of E, k∆A k = 0 variables γ1 , . . . , γn−1 , the minimum value of D with respect
As we have already proved in theorem 4.2 that the pair (E1 , A1 ) to this (7) is the distance of the plane from the origin i.e
where rank E1 6 n − 2 is arbitrarily close to a regular matrix
pair having a zero at infinity, hence by perturbing the matrix
|an,n σ1 . . . σn−1 |
E with perturbation ∆E ,k∆E k = σn−1 (E), we can bring the X=p
(an,1 σ2 σ3 . . . σn−1 )2 + . . . + (an,n−1 σ1 σ2 . . . σn−2 )2
rank of the perturbed matrix E + ∆E to n − 2. And as the
matrix pair (E + ∆E , A) is arbitrarily close to a regular matrix Similarly we can perturb the last row of E and get the value
pair having a zero at infinity, the value of D in this case is Y.
σn−1 (E). Other rows/columns of the matrix E can also be perturbed.
For example if we perturb the first row of E in the following Example 5.1: Consider the case when
manner:
6 0 0 16.94 −1.3560 −3.50
σ 1 β2 . . . β1 E = 0 5 0 , A = 20.39
1.69 14.00
0 σ ... 0
2 0 0 0 40.23 35.50 9.23
. .. . ..
E + ∆E == . . . . . .
0 . . . σn−1 0
σn−1 = 5, an,n = 9.2300 , X = 0.9452, Y = 3.2271 ,
Z = 12.5445 Example for when minimum is very much less
0 ... ... 0
than σn−1
Let NL and NR be the matrices whose columns spam the left 9 0 0
and right nullspace of E + ∆E respectively. Example 5.2: E = 0 6 0 and
h iT h iT 0 0 0
NR = −β1 0 . . . σ1 , NL = 0 . . . 1
2.52 19.3340 23.9
A = 12.50 22.34 6.90
According to lemma 4.1 for the matrix pair (E + ∆E , A) to
have a zero at infinity: 30.1240 22.5 9.23
σn−1 = 6, an,n = 9.23, X = 1.8363, Y = 3.1895, Z =
NLT ANR = an,1 β1 − σ1 an,n = 0
8.8277 Example for minimum less than σn−1 but very much
an,n greater than σ2n−1 , Structure isimportant.
⇒ β1 = σ1
an,1 6 0 0
Example 5.3: E = 0 5 0 and A =
It can be seen that only one varialble β1 is neccessary for the
pair (E + ∆E , A) to have a zero at infinity, so we assume all 0 0 0
oth β’s to be equal to zero. Hence, 6.94 45.62 −23.3
10.32 −12.20 4.0 For Example 3:
k∆E k = β1 = D 12.80 30.50 9.23
σn−1 = 5, an,n = 9.23, X = 1.4283, Y = 2.3279,
This example can be seen as a special case where perturbation
Z = 12.2006 A general example
is done on the last column of the matrix E and in equation 7
γ1 = β1 and rest all γ’s are equal to zero. Also the value β1 is
VI. SLRA: F ORMULATION AND C OMPARISON
always greater than or equal to X as X is the distance of the
plane from the origin and β1 gives us the the intercept on the In this section we will formulated the problem of SLRA.
γ1 axis. Similarly if we perturb any column of E other than the The we will relate the problem of SLRA with our problem and
last column, then that becomes a special case of perturbing the then compare our result with the solution obtained using the
last row of the matrix E and the norm of that perturbation will SLRA package provided with [LRAIM] using different initial
always be greater than or equal to Y . It can be observed that conditions.
any rank 1 perturbation done inside the leading (n−1)×(n−1)
minor of the matrix E does not the nullspace of the perturbed A. SLRA formulation
matrix E + ∆E . For example:
Structured Low Rank Approximation deals with the construc-
σ 1 β1 ... 0 tion of a structured low rank matrix nearest to a given matrix.
0 σ . . . 0
2 Problem Statement: Let ω ⊂ Rn×n be a subset of matrices
. .. .. ..
E + ∆E = . . . . .
having a particular structure. Let X ∈ ω, then
0 . . . σn−1 0
minimize kX − Y kw
0 ... ... 0 Y
subject to rank Y 6 r − l, l = 1 . . . r − 1,
Left and right nullspaces of both matrices E and E + ∆E is
spanned by the same vector and hence we require perturbations Y ∈ω
on the last row of E + ∆E or perturbations on the matrix A where k · kw denotes the weighted 2-norm. We will be using
to introduce a zero at infinity in the matrix pair (E + ∆E , A) unweighted 2-norm for solving the problem. For the structure,
or (E + ∆E , A + ∆A ) accordingly. As these cases have been we use the following key result to find a nearest matrix pencil
discussed, so we can ignore these kind of perturbations. having zeros at infinity.
Proposition 6.1: ([?, Theorem 1]) Let P (s) ∈ Rn×n (s) and,
V. E XAMPLES
B. Comparison