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Matrix pencil : ウィキペディア英語版
Matrix pencil
In linear algebra, if A_0, A_1,\dots,A_l are n\times n complex matrices for some nonnegative integer l, and A_l \ne 0 (the zero matrix), then the matrix pencil of degree l is the matrix-valued function defined on the complex numbers
:L(\lambda) = \sum_^l \lambda^i A_i.
A particular case is a linear matrix pencil
:A-\lambda B \,
with
:\lambda \in \mathbb C\text\mathbb R\text
where A and B are complex (or real) n \times n matrices. We denote it briefly with the notation (A,B).
A pencil is called ''regular'' if there is at least one value of \lambda such that \det(A-\lambda B)\neq 0. We call ''eigenvalues'' of a matrix pencil (A,B) all complex numbers \lambda for which \det(A-\lambda B)=0 (see eigenvalue for comparison). The set of the eigenvalues is called the ''spectrum'' of the pencil and is written \sigma(A,B).
Moreover, the pencil is said to have one or more eigenvalues at infinity if B has one or more 0 eigenvalues.
==Applications==
Matrix pencils play an important role in numerical linear algebra. The problem of finding the eigenvalues of a pencil is called the generalized eigenvalue problem. The most popular algorithm for this task is the QZ algorithm, which is an implicit version of the QR algorithm to solve the associated eigenvalue problem B^Ax=\lambda x without forming explicitly the matrix B^A (which could be impossible or ill-conditioned if B is singular or near-singular)

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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