Spectral factorization of matrices

Abstract

The research will analyze and compare the current research on the spectral factorization of non-singular and singular matrices. We show that a nonsingular non-scalar matrix A can be written as a product A = BC where the eigenvalues of B and C are arbitrarily prescribed subject to the condition that the product of the eigenvalues of B and C must be equal to the determinant of A. Further, B and C can be simultaneously triangularised as a lower and upper triangular matrix respectively. Singular matrices will be factorized in terms of nilpotent matrices and otherwise over an arbitrary or complex field in order to present an integrated and detailed report on the current state of research in this area. Applications related to unipotent, positive-definite, commutator, involutory and Hermitian factorization are studied for non-singular matrices, while applications related to positive-semidefinite matrices are investigated for singular matrices. We will consider the theorems found in Sourour [24] and Laffey [17] to show that a non-singular non-scalar matrix can be factorized spectrally. The same two articles will be used to show applications to unipotent, positive-definite and commutator factorization. Applications related to Hermitian factorization will be considered in [26]. Laffey [18] shows that a non-singular matrix A with det A = ±1 is a product of four involutions with certain conditions on the arbitrary field. To aid with this conclusion a thorough study is made of Hoffman [13], who shows that an invertible linear transformation T of a finite dimensional vector space over a field is a product of two involutions if and only if T is similar to T−1. Sourour shows in [24] that if A is an n × n matrix over an arbitrary field containing at least n + 2 elements and if det A = ±1, then A is the product of at most four involutions. We will review the work of Wu [29] and show that a singular matrix A of order n ≥ 2 over the complex field can be expressed as a product of two nilpotent matrices, where the rank of each of the factors is the same as A, except when A is a 2 × 2 nilpotent matrix of rank one. Nilpotent factorization of singular matrices over an arbitrary field will also be investigated. Laffey [17] shows that the result of Wu, which he established over the complex field, is also valid over an arbitrary field by making use of a special matrix factorization involving similarity to an LU factorization. His proof is based on an application of Fitting's Lemma to express, up to similarity, a singular matrix as a direct sum of a non-singular and nilpotent matrix, and then to write the non-singular component as a product of a lower and upper triangular matrix using a matrix factorization theorem of Sourour [24]. The main theorem by Sourour and Tang [26] will be investigated to highlight the necessary and sufficient conditions for a singular matrix to be written as a product of two matrices with prescribed eigenvalues. This result is used to prove applications related to positive-semidefinite matrices for singular matrices.