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UPPER TRIANGULARIZATION OF MATRICES BY LOWER TRIANGULAR SIMILARITIES

H. Bart and P. S. M. Kop Jansen

No 272363, Econometric Institute Archives from Erasmus University Rotterdam

Abstract: This paper is concerned with the following questions. Given a square matrix A, when does there exist an invertible lower triangular matrix L such that L-1AL is upper triangular ? And if so, what can be said about the order in which the eigenvalues of A may appear on the diagonal of t-1AL ? The motivation for considering these questions comes from systems theory. In fact they arise in the study of complete factorizations of rational matrix functions. There is also an intimate connection with the problem of complementary triangularization of pairs of matrices discussed in [4].

Keywords: Agricultural and Food Policy; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 31
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:ags:eureia:272363

DOI: 10.22004/ag.econ.272363

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