International Journal of Computer & Mathematical Sciences IJCMS 25 ISSN 2347 – 8527 Volume 5, Issue 6 June 2016 A Note on the Jordan-like Decomposition with Applications Yeong-Jeu Sun Department of Electrical Engineering, I-Shou University, Kaohsiung, Taiwan, R.O.C. ABSTRACT In this paper, the Jordan-like decomposition problem of the square matrix is firstly introduced. Based on the Jordan decomposition, a simple proof is provided to guarantee the solution existence of such a problem. This is done by explicitly constructing the required delta functions. Such a decomposition can be used to solve the infimum and supremum of some specific functions. Finally, a numerical example is provided to illustrate the main results. KEY WORDS: Matrix Factorization, Matrix Measure, Matrix Theory. 1. INTRODUCTION In the past decades, various decompositions (or factorizations) in linear system have been proposed, such as LU factorization [1-5], cartesian decomposition [6], QR factorization [7, 8], Schur decomposition [7, 8], spectral decomposition [9, 10], QR-like decomposition [11], singular value decomposition [12, 13], spectral factorization [14-17], polar decomposition [7], and others; see, for instance, [18-19] and the references therein. Such decompositions lead to very efficient methods for solving a linear system. In this paper, we introduce a new decomposition problem for a square matrix A, called the Jordan-like decomposition of A. We show that such a decomposition can be derived in an easy way. Besides, this type of decomposition can be used to solve the infimum and supremum of some specific functions. 2. PRELIMINARY AND MAIN RESULTS Nomenclature C mn : the set of all complex m by n matrices, NC : the set of all complex and nonsingular n by n matrices, z : the modulus of a complex number z, I n : identity matrix of dimension n n , Re : the real part of the complex number , A 1 : the inverse of the matrix A, i (A) : the i-th eigenvalue of the matrix A, p : 1,2, p, det A : the determinant of the matrix A, diag 1 2 n : the diagonal matrix with diagonal elements i , A : the induced Euclidean norm of A C nn ; A max i ( A* A) i 12 , c A : the condition number of the nonsingular matrix A C nn ; c A A A 1 , 1 (A) : the matrix measure of A C nn ; ( A) max A* A, 2 A : the largest singular value of the matrix A C nn ; A A , 25 Yeong-Jeu Sun International Journal of Computer & Mathematical Sciences IJCMS 26 ISSN 2347 – 8527 Volume 5, Issue 6 June 2016 A : the least singular value of the matrix A C nn 1 A1 , if det A 0; ; A 0, otherwise. Lemma 1. Let A C mn and B C nm . Suppose the matrix of I m AB is invertible. Then we have (i) I n BA is invertible; (ii) I n BA1 I n BI m AB 1 A . Proof. (i) It can be readily obtained that Im B A I m AB In B 0 I m AB I n I m AB In and Im B A Im In 0 A I m I n BA I n BA , I n BA which implies that I m AB I n BA , and the proof is completed. (ii) It can be shown that I n BA I n BI m AB 1 A I n BA BI m AB 1 A BABI m AB 1 A 1 I n BA BI m AB I m AB A I n BA BA In , □ and the proof is completed. Lemma 2. Let D C Then we have nn , N C nn , and 0 . Assume the matrices D N and D are invertible. D N 1 D 1 RD1 , with Proof. R D 1 I n ND1 N ; By Lemma 1, one has D N 1 DI n D 1 N 1 I n D 1 N 1 D 1 I n RD 1 D 1 RD 1 This completes the proof. □ Lemma 3. [20] Let A C nn . Then we have A i A A . Lemma 4. [7] Let A C nn be an invertible matrix. Then we have 1 c A max i A min j A . j i Lemma 5. [20] Let A C nn . Then we have 26 Yeong-Jeu Sun International Journal of Computer & Mathematical Sciences IJCMS 27 ISSN 2347 – 8527 Volume 5, Issue 6 June 2016 A Rei A A, i n . Based on the Jordan canonical form, we introduce the Jordan-like decomposition of the square matrix A as follows. Lemma 6. Given any A C nn , there exists a nonsingular matrix-valued function P C nn , with 0 , such that P 1 AP D N , (1) where D is diagonal with eigenvalues of A on its main diagonal and all elements of N are either 0 or 1 with all nonzero elements located on the diagonal above the main diagonal. In this case, the nonsingular matrix-valued function of P is called the delta function of A. Some suitable delta functions of A are given by P : MKa, , K a, diag a a where a M a 2 is n 1 the modal nn , with a 0 . C matrix of the matrix A nn and Proof. Let J be the Jordan form of A C , then J D N . Since M is the modal matrix of the matrix A, one has J M 1 AM . Thus it can be shown that P 1 AP K 1 a, M 1 AMK a, K 1 a, JK a, K 1 a, D N K a, K 1 a, DK a, K 1 a, NK a, D N . This completes the proof. □ Using the Jordan-like decomposition, we may easily obtain the following Theorems. Theorem 1. (i) (ii) sup P nn Let A C . Then we have AP min A . inf P 1 AP max i A ; PNC i 1 i i PNC Proof. (i) By Lemma 3, one has P 1 AP max i P 1 AP max i A , P NC . i (2) i By Lemma 6, it is easy to see that lim P 1 AP( ) lim P 1 AP lim D N D max i A . 0 0 0 P i (3) 1 From (2) and (3), we conclude inf P AP max i A . PNC (ii)If det A 0 and P NC , one has i 1 AP 0 min i A. If det A 0 and P NC , by i Lemma 3, one has P 1 AP min i P 1 AP min i A . i By Lemma 6, one has 27 Yeong-Jeu Sun i (4) International Journal of Computer & Mathematical Sciences IJCMS 28 ISSN 2347 – 8527 Volume 5, Issue 6 June 2016 lim P 1 AP lim 0 0 P 1 AP 1 1 lim D N 1 0 1 1 D 1 1 min A 1 i i min i A . i (5) 1 Thus we have shown that sup P AP min i A , in view of (4) and (5), and the proof is completed. PNC i □ Theorem 2. Let A C nn be an invertible matrix. Then we have 1 inf c P 1 AP max i A min j A . j PNC i For any P NC , one has Proof. cP 1 AP P 1 AP P 1 AP 1 max A min A , max i P 1 AP min j P 1 AP j i 1 1 i i (6) j j in view of Lemma 4. By Lemma 6 and Lemma 2, it can be deduced that lim c P 1 AP lim P 1 AP P 1 AP 0 0 lim D N D N 0 1 lim D N D 1 RD1 0 1 D D 1 1 max i A min j A , j i inf cP AP max A min A (7) with R D 1 I n ND1 N . Hence we have 1 PNC i i j j 1 , in view of (6) and (7), and the proof is completed. Theorem 3. 28 Let A C nn . Then we have Yeong-Jeu Sun □ International Journal of Computer & Mathematical Sciences IJCMS 29 ISSN 2347 – 8527 Volume 5, Issue 6 June 2016 (i) (ii) inf P 1 AP max Rei A; PNC i sup P 1 AP min Rei A . PNC i Proof. (i) For any P NC , one has P 1 AP max Rei P 1 AP max Rei A , i (8) i in view of Lemma 5. By Lemma 6, it can be obtained that lim P 1 AP lim D N D max Rei A. 0 0 (9) i From (8) and (9), we conclude inf P 1 AP max Rei A. PNC i (ii) By Theorem 3 (i), one has inf P AP max Rei A min Rei A, PNC 1 i i which implies that min Rei A inf P 1 AP sup P 1 AP . This completes the proof. PNC i PNC □ Based on Theorem 1 and Theorem 3, we may obtain the following corollary. Corollary 1. A C nn are positive. Then we have Suppose all eigenvalues of the matrix inf P 1 AP inf P 1 AP inf P 1 AP max i A. PNC PNC PNC i 3. ILLUSTRATIVE EXAMPLE In this section, we provide an example to illustrate the main results. Consider the square matrix of 4 1 A 0 0 0 1 2 0 0 0 1 1 3 0 0 2 3 0 2 1 2 0 0 . 1 2 Clearly the modal matrix of A is 0 3 2 1 9 2 M 7 0 0 2 4 0 2 4 0 1 1 0 0 0 and i A i 5 1, 3. In addition, one has 3 0 M 1 AM 0 0 0 29 0 1 0 0 0 0 0 3 0 0 0 0 1 3 0 Yeong-Jeu Sun 0 3 0 0 1 0 0 D N 0 0 1 0 0 0 0 3 0 0 3 0 0 0 0 0 3 0 0 0 0 0 0 0 0 0 3 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 . 1 0 International Journal of Computer & Mathematical Sciences IJCMS 30 ISSN 2347 – 8527 Volume 5, Issue 6 June 2016 By Lemma 6 with a 2 , a suitable delta function of the matrix A is given by 0 6 2 18 P 14 0 8 4 4 8 4 2 4 2 0 0 0 2 3 2 3 0 0 0 0 0 2 4 . 0 0 Finally, by Lemma 6, Theorem 1, 2, and 3, it can be verified that 3 0 P 1 AP D N 0 0 0 0 1 0 0 0 sup P 0 0 3 0 0 0 0 0 0 0 0 0 0 0 3 0 0 0 3 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 ; 1 0 AP lim P AP 1 min A ; inf P 1 AP lim P 1 AP 3 max i A ; PNC PNC 0 1 i 1 0 i i 1 inf cP 1 AP lim c P 1 AP 3 max i A min j A ; j PNC i 0 AP lim P AP 1 min Re A. inf P 1 AP lim P 1 AP 3 max Rei A; PNC sup P PNC 0 1 i 1 0 i i 4. CONCLUSION In this paper, the Jordan-like decomposition problem of the square matrix has been firstly introduced. Based on the Jordan decomposition, a simple proof has been offered to guarantee the solution existence of such a problem. It has been done by explicitly constructing the required delta functions. Such a decomposition can be used to solve the infimum and supremum of some specific functions. Finally, a numerical example has been provided to illustrate the main results. ACKNOWLEDGEMENTS The author thanks the Ministry of Science and Technology of Republic of China for supporting this work under grant MOST-104-2221-E-214-030. REFERENCES [1] [2] [3] [4] [5] [6] [7] O. Bretscher, Linear Algebra with Applications, Prentice-Hall, New Jersey, 2001. R.E. Larson and B.H. Edwards, Elementary Linear Algebra, Houghton Mifflin, Boston, 2000. D.C. Lay, Linear Algebra and its Applications, Addison-Wesley, Massachusetts, 2000. C.T. Pan, On the existence and computation of rank-revealing LU factorizations, Linear Algebra and its Applications 316 (2000), 199-222. D.J. Wright, Introduction to Linear Algebra, McGraw-Hill, Boston, 1999. X. Zhan, Norm inequalities for cartesian decompositions, Linear Algebra and its Applications 286 (1999), 297-301. R. Bronson, Matrix Operations, Prentice-Hall, McGraw-Hill, New York, 1989. 30 Yeong-Jeu Sun International Journal of Computer & Mathematical Sciences IJCMS 31 ISSN 2347 – 8527 Volume 5, Issue 6 June 2016 [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] L. Dieci and T. Eirola, On smooth decompositions of matrices, SIAM journal on Matrix Analysis and Applications 20 (1999), 800-819. K. Akataki, K. Mita and Y. Itoh, Relationship between mechanomyogram and force during voluntary contraction reinvestigated using spectral decomposition, European Journal of Applied Physiology 80 (1999), 173-179. P. Praus and F. Sureau, Spectral decomposition of intracellular complex fluorescent signals using multiwavelength phase modulation lifetime determination, Journal of Fluorescence 10 (2000), 361-364. H. Dai, An algorithm for symmetric generalized inverse eigenvalue problem, Linear Algebra and its Applications 296 (1999), 79-98. J. Kamm and J.G. Nagy, Kronecker product and SVD approximations in image restoration, Linear Algebra and its Applications 284 (1998), 177-192. B.C. Levy, A note on the hyperbolic singular value decomposition, Linear Algebra and its Applications 277 (1998), 135-142. D.A. Bini, L. Gemiganani and B. Meini, Computations with infinite Toeplitz matrices and polynomials, Linear Algebra and its Applications 343 (2001), 21-61. D.J. Clements, B.D.O. Anderson, A.J. Laub and J.B. Matson, Spectral factorization with imaginary axis zeros, Linear Algebra Applications 250 (1997), 225-252. D.J. Clements and K. Glover, Spectral factorization via Hermitian pencils, Linear Algebra Applications 122 (1989), 797-846. R.F. Curtain, Linear operator inequalities for strongly stable weakly regular linear systems, MCSS-Mathematics of Control Signals and Systems 14 (2001), 299-337. D. Chu, L.D. Lathauwer and B.D. Moor, On the computation of the restricted singular value decomposition via the cosine-sine decomposition, SIAM journal on Matrix Analysis and Applications 22 (2001), 580-601. H. Yacov and P.C. Teo, Canonical decomposition of steerable functions, Journal of Mathematical Imaging and Vision 9 (1998), 83-95. A. Weinmann, Uncertain Models and Robust Control, Springer-Verlag, New York, 1991. 31 Yeong-Jeu Sun
© Copyright 2026 Paperzz