I. INTRODUCTION
F.G Frobenius [6] introduced symmetric factorization of matrices in 1910. Frobenius finding was that any given matrix can be factorized as . Frobenius also stated that one among or both can be nonsingular. Thus Frobenius hints that there can be left and right symmetrizers for . Here for convenience, we choose as nonsingular. Accordingly there exists a matrix so that is symmetric. The nonsingular symmetric matrix is called a symmetrizer of [1,3,4,6,21]. In the same year, J. Marty [15] introduced symmetrization of linear integral operators. They were the pioneers who worked in the area of symmetrizing matrices. Their work remained dormant for quite some decades till 1950s. Towards the end of 1950s, matrix symmetrization again drew the attention of many researchers. Notably among them, Professor J.L Howland [8] and his team of researchers, E.J Desautels [3], F.J. Farrel [9] and other mathematicians, Olga Taussky and Hans Zassenhaus [22], Marcus and Khan [14] actively pursued this work of symmetrizing . Marcus and Khan [14] studied in a detailed way, a more general equation where need not be symmetric and discussed its complete solution. These studies contributed to strengthening many theoretical aspects of symmetrizers. It is reported in Dopico and Uhlig [4] that several attempts by many researchers to compute numerically a symmetrizer during 1960s to early half of 1970s landed into instability and were abandoned mid-way. An account of those failed attempts is presented in Uhlig [24]. It was Olga Taussky and Hans Zassenhaus [22] who gave a new definition for the Frobenius equation as , or the similarity transformation . Later Taussky [21] independently developed the necessary and sufficient conditions and associated theories for to be symmetrized and the role of symmetrizer in the study of . Due to these contributions, Frobenius equation became known as Taussky's Symmetrizer Equation. Sen and Venkaiah [23] proposed a solution to similarity symmetrization in the context of solving asymmetric control system problems. It is reported in [4] that method proposed in [23] can be used for low dimensional matrices .
Adhikari's [1] work in year 2000 states that symmetrizing associated asymmetric matrices of linear systems will be convenient. We can then extend the application of established analytical tools for symmetric systems to such cases also. Illustrative examples solving dynamic linear systems in this manner are presented in [1]. What Adhikari [1] introduced is termed as equivalence symmetrization. In line with Adhikari, C.Q. Liu [11] introduced an alternative equivalence symmetrization method. Liu also worked on Adhikari's same illustrative examples in [1] for highlighting its easiness and effectiveness.
It is reported in [4] that first successful numerical computation of a symmetrizer was in 2013 by Frank Uhlig [24,25] based on an iterative linear equation solver of Huang and Nong[10]. Recently in 2016, Froilan Dopico and Frank Uhlig [4] successfully came out with more methods of computing symmetrizers using eigen data and linear equations solver.
The motivation behind [1] was that equivalence transformations are the most general class of nonsingular linear transformations achieving more generality and convenience. We here attempt to transform , , , , , into a reduced symmetrizer equation as ; , where is similar to and is a non singular diagonal matrix. Parter and Youngs [17] considered this topic of symmetrizing by a diagonal matrix . Their work was to derive the necessary and sufficient conditions on the existence of symmetrizing based on probabilistic rules called conservation and reversibility laws. It was based on George Pimbley's [19] initial value problem for the multi-group transport equation. Pimbley addressed the condition on a non-negative that leads to the existence of a positive diagonal matrix such that is a nonnegative symmetric matrix.
The advantages and specialties of reduced symmetrizer equation are highlighted. Frobenius equation [6] is extended to this reduced symmetrizer equation to decompose it into more such reduced equations. Based on this, we prove that nonderogatory can be expressed as a linear sum of linearly independent matrices having diagonal matrix symmetrizers. A numerical algorithm is developed based on these results for computing a symmetrizer of . This is applied iii) with .
iv) A has real characteristic roots and a full set of characteristic vectors.
Taussky's similarity symmetrization of and conditions are also discussed in [1,11]. Symmetrization of can also be achieved by other type of transformations such as equivalent [1], , , , elementary symmetrization [20] etc. Adhikari [1] classified the similarity transformation based symmetrization as first kind. He introduced the equivalence transformation based symmetrization and termed it as second kind. This second kind of symmetrization is defined as follows:
v) A matrix is symmetrizable of the second kind if and only if there exist two nonsingular matrices such that is symmetric.
This is a more general classification. It includes the first kind as a special case, . Let be nonsingular as well as all its leading principal submatrices, . Recalling from [7], consider elementary reduction, , L, R = U, , L, U are unit upper triangular matrices and D is a nonsingular diagonal matrix. Thus it is of the second kind. In a reverse way, this second kind symmetrization can be expressed in terms of diagonalization of A as well. We have . Let . Then B is symmetric positive definite and nonsingular. Consider the nonsingular matrices given by and .
Same applied in (1) may be used for simultaneously symmetrizing other coefficient matrices of a given linear system. Now from the definition of a symmetrizer in Frobenious [6], Taussky [21] and Desautels [3], we shall transform the symmetrizer equation using elementary reduction of its symmetrizer.
Let be nonsingular. Let it be a symmetrizable matrix as discussed in [1,6,20]. Let , , be a symmetrizer of . Recalling from [7], we can decompose as applying Gauss Elimination (GE) and is unique. Matrices . Here is a unit lower triangular matrix and is a nonsingular diagonal matrix.
Consider . We shall rewrite (2) as
Let . Then equation (3) can be represented as
Lemma 1. Given a symmetrizer , , of , the symmetrizer equation can be transformed into by decomposing as , is unit lower triangular, is diagonal and .
Proof. The proof follows from (2), (3) and (4). Uniqueness of matrices as a pair follows as the decomposition is unique [7].
We see that M is similar to A and D is congruent to B. From (4) it becomes clear that the symmetrizer B should be nonsingular. Frobenius [6] states that in , either or can be nonsingular so that A can have a left or right symmetrizer. In (2), we consider the case as nonsingular for convenience. Equations (3) and (4) prove that symmetrizing A by B is synchronized with symmetrizing M by D. This leads us to,
Lemma 2. Consider , , . Let , is unit lower triangular and diagonal. Then symmetrizes iff symmetrizes .
Proof. We have
Thus (5) is a necessary and sufficient condition for similarity symmetry.
Consider any other row-k, column-k of DM. Applying of (7)
From (8), symmetrizes . So is a symmetrizer of M. Hence by Lemma 2, is a symmetrizer of A.
Corollary 3.1. If M in Lemma 3 has at least one row-i, column-i of non-zero entries, then it has a diagonal matrix symmetrizer as derived in (7). This diagonal matrix symmetrizer of M is embedded in M itself.
Corollary 3.2. As diagonal matrix can be derived from (7) using arbitrary scalar , infinitely many symmetrizers of exist against .
Remark 3.1. This result can be used to test the symmetrizability of a given matrix M by a diagonal matrix as well as to derive using (7). Coupled with Lemma 2, it can also be used to test the symmetrizability of A by B.
Lemma 4. Let , , , , be a symmetrizer of , unit lower triangular and diagonal. If has a column- and row- are without zeros, and are its two diagonal matrix symmetrizers, then they are linearly dependent.
Proof. Let . Then we have
From (9), it follows that . Hence the result.
Corollary 4.1. If M is without zero entries, then the n symmetrizers of M derived from column-i, row-i; i = 1: n using (7) will be linearly dependent.
Corollary 4.3. Let . Let be diagonalizable symmetrizer of so that and , a unit lower triangular matrix and a nonsingular diagonal matrix. Let where constitute a basis of subspace of all diagonal matrices of . Consider where . Then are not symmetrizers of and respectively.
Remark 4.1. From Corollary 4.3, we see that in several occasions of handling , we may miss L but if we use Lemma 3, this will not happen.
Remark 4.2. Reduced equation is more convenient to handle than and from equation (5), these are inter-dependent. As the decomposition is unique in Lemma 4, has only one linearly independent diagonal matrix symmetrizer . If are linearly dependent, so do their diagonal matrix symmetrizers, say, .
We shall extend the Frobenius equation [6] as applicable to diagonal matrix symmetrizers. We have for , DZD is always symmetric where D is a nonsingular diagonal matrix and Z is any symmetric matrix.
Lemma 5. A nonsingular diagonal matrix will be a symmetrizer of iff there exists a matrix such that .
Proof. Suppose D is a symmetrizer of M. Then we have
In (10), let and the result follows. Then Z will be nonsingular if and only if M is so. In M, if r columns are dependent then in Z, so much rows will be dependent. Conversely, if there is a matrix such that
Thus from (11), it is confirmed that is a symmetrizer of .
Corollary 5.1. As , let , ; , then iff ; .
Corollary 5.2. If , then will be a symmetrizer of iff there exists a matrix such that .
Remark 5.1 By Corollary 5.1, in , zeros can be only in identical, symmetric positions . This result is stochastically termed
Remark 5.3 Adapting the expression of Z in Remark 5.2 into Frobenius equation [6] and treating as nonsingular, we have . The singularity of is depending on the singularity of A. Then we have , . The symmetrizer B has an independent existence and is dependent on and B. This is how the Frobenius equation [6] is extended and how the Taussky's and Frobenius equations are linked.
Remark 5.4 We may see how Pimbley's [19] condition is true for non-negative , , is non-negative and symmetric. From (11), Pimbley's equation [19] can be true if is a non-negative diagonal matrix.
Remark 5.5 From (11), it follows that if Z is nonsingular, then , Z are symmetrizers of M, respectively. From Desautels [3], the set of symmetrizers of M is a linear subspace of of dimension n.
Consider the set of those matrices M, symmetrized by D and may be denoted as . We see that cardinality of largest possible set of linearly independent symmetric matrices which can be applied in M = ZD of (11) is . Hence D will be a symmetrizer of matrices , which are linearly independent. If D symmetrizes , then it also symmetrizes for nonzero scalars . So . Zero matrix also belongs to . Hence we see that is a linear subspace of of dimension . Additionally . Suppose are nonsingular and linearly independent set of n diagonal matrices. Then also will be so. This set of diagonal matrices will span the whole subspace of diagonal matrices of and is also a subspace of .
Lemma 6. Let denotes the subspace of matrices symmetrized by a diagonal matrix . If is nonderogatory, then it can be expressed as a linear sum of nonsingular matrices .
Proof. Recall from Desautels [2,3,13,18] that when is nonderogatory, it has n simple eigen values as well as n distinct symmetrizers spanning the subspace of symmetrizers of N. Any symmetrizer B of N will be congruent to the diagonal matrix of its eigen values and so will be diagonalizable [3]. By Lemma 5, we have N = ZD, , where are symmetrizers of are real scalars, as as well is nonderogatory and as . Hence and are nonsingular.
Remark 6.1 Taking further, the expression A = SB of Corollary 5.2, A itself will be symmetric if and only if SB = BS. Such a situation M = ZD = DZ is there only when Z is zero or is a diagonal matrix. Also if A is nonderogatory, we can find exactly n symmetric matrices and . The corresponding scenario with diagonal matrix symmetrizer will be . According to Frobenius[4,6], for a given matrix , there is a symmetrizer . But, this is not true with diagonal matrix symmetrization. As in Lemma 5, only to matrices M = ZD; have diagonal matrix D as symmetrizer.
Lemma 7. Let , be a symmetrizer of . Let where is unit lower triangular and diagonal. Consider so that is a symmetrizer of . If is diagonalizable, then and symmetrizer of are congruent.
Proof. We have are symmetrizers of M. Consider
Now by analogy, is a symmetrizer of , is a symmetrizer of , is a symmetrizer of . From (12), we have,
Equation (13) can be rearranged as below.
Let this derived symmetrizer of from (14) be so that we have
Remark 7.1 We may generalize this result that if , the symmetrizers of M are congruent to the symmetrizers of A. The specialty of the congruence is presented in (15) and is that the matrices are commonly applied for these congruences. The point is that only diagonalization of B is in demand for these congruences. According to
From (16), positive definite symmetric matrix symmetrizes A.
III. Decomposition of Reduced Symmetrizer Equation
We may break equation (11) further.
Lemma 9. Let and be a nonsingular diagonal matrix. Consider . Then iff is a symmetrizer of .
Proof. We have if , then and hence is a symmetrizer of . Conversely, if is a symmetrizer of , then and so .
Remark 9.1 Recall that in (11), and . In this context, we may recall from K.Y. Fan and A.J. Hoffman [5] that for , is the closest to of all the symmetric matrices . Thus
Analogues to (17), if D symmetrizes M, and K any other nonsingular diagonal matrix, , let . Then from Lemma 9,
In (18), because of von Neumann's [16] characterization of all unitary invariant norms in , we have . From (18) we have the result that among all nonsingular diagonal matrices and as , the symmetric matrix will be closest to than any other symmetric matrices .
Lemma 10. Let denotes the subspace of matrices symmetrized by a diagonal matrix . If has simple eigen values, then all having diagonal matrix symmetrizers.
Proof. From Lemma 5, we have where is nonsingular. Now , are nonsingular and diagonal. Since , by Lemma 6, . Here are nonzero scalars. Hence,
Since none of the scalars, is zero in (19), the matrices in (20) are linearly independent. Each matrix is nonsingular as it is a product of nonsingular matrices. Also symmetrizes .
Under certain conditions, converse of the Lemma 10 is also true.
Corollary 10.1. Let be the sum of linearly independent nonsingular matrices such that where are diagonal matrix symmetrizers of . If all the matrices are with simple eigen values, then also will be symmetrized by a diagonal matrix and it has simple eigen values.
Proof. From the hypothesis and Lemma 6, if symmetrizes , let
Recall from Lemma 5 that a nonsingular diagonal matrix will be a symmetrizer of if and only if M = ZD, , . We see that Z will be then a symmetrizer of M if it is nonsingular. In a general way, it may be noted that if we can derive a diagonal matrix D at each step, then can be computed as an approximate symmetrizer of M for that step. This D has to be improved upon, in an iterative manner so that DM is arbitrarily close to symmetry. Note that it is not essential to decompose Z or M for deriving D as presented in the algorithm below:
Step-1: Initialize iteration index k=1, row index r=3 and current row index c=3. Initially let is set as a matrix similar to A. Set to an arbitrarily chosen small quantity, say . Initialize matrix M=A, , .
Step-2: Consider the principal submatrix . It is the scalar and is symmetric. Correspondingly to compose a diagonal matrix for this step-k, we choose . For the principal submatrix we choose so that is symmetric in .
Step-3: Now consider the principal submatrix . There are r-1 pair of entries to be addressed in row-r and column r. By Corollary 5.1, if any of the row entries is zero, then corresponding column entry also should be zero and in this case we may consider . If non of these pairs are zeros, As a trail, taking into account the first pair, consider . Thus (r,1) and (1,r) entries in are identical. Now the effect of this is computed as . This computation of error in symmetry is repeated out of row-r and column-r of and added together to store as . Repeat this error computations in a similar way with respect to other pairs by applying . Among these (r-1) errors, let be the minimum against row-r for iteration-k and correspondingly we choose .
Step-6: Test whether . If it is so, check whether current row c = r. If it is true, set . Exchange row-c with row-r and column-c with column-r. Loop back for carrying out step-2 through step-6. If r < c, set r = c. If and stop the process, otherwise set c = n, loop back to step-2 and repeat the steps 2 through 6.
b) Assumptions, Theory and Convergence of the Algorithm
The target is to compute a symmetrizer of a given nonsingular matrix . is assumed to be as in [3,6,20].
So far, we were using the decomposition for developing the theoretical background, deriving D from B and similar matrix M from A. Against this, now both B, D are derived from M itself at each iteration. Reduction of assumed symmetrizers is not essential for the procedure. It is thus more practical by avoiding the usual difficulties of round off or truncation errors, pivoting, permutations, division by zero or singularities etc. faced in such a decomposition. The basic assumption about symmetrizer is that because of the KY Fan and A.J. Hoffman [5] result, it is sufficiently close to the symmetrizer of at iteration k. The fact is that when n=3, for row-3 and column-3, only one of the pairs of entries, and remains non-identical at iteration-k. In order to carry forward this situation to problems with n>=4, we address first it as a problem with n=3 and once the error is minimized to the preset and specified tolerance vale , row-3 and column-3 are exchanged with row-4 and column-4 and again treat the problem as if it is of dimension n=3. Once these two levels of minimization with n=3 are accomplished, stage is set ready for n=4 as implemented in step-6. Now the procedure treats the submatrix of the problem and so on. This way, the n-dimensional symmetrization is conducted in a conducive environment so that the computed symmetrizers remain close to any actual existing symmetrizer if any, obeying the result we derived here from [5].
In step-3, we individually compute errors for symmetrizingandbyandrespectively and add both of them as a single error value as,. This is for the stability of the process. If we depend only on one of them, soonmay converge to either zero or infinity. Also note that ifis a symmetrizer of, thensymmetrizes. Thus it is also a theoretical requirement.
The numerical strategy explained in Section 3 is implemented in MATLAB. The coefficient matrices cited in Adhikari [1] of dynamic systems associated with equations of motion of undamped linear systems and that of equations of motion describing free vibration of a viscously damped linear system are considered here to test the practical use of the procedure. There are real coefficient matrices with complex eigen system. Dopico and Uhlig [4] prove that if is diagonalizable then the two eigen vectors corresponding to a pair of complex conjugate eigen values of can be chosen of complex conjugates of each other. Then the symmetrizer built from such an eigen vector basis will be real. We may note that all these examples from Adhikari [1] are diagonalizable. (Results are rounded to 4 decimals). For all the problems is fixed.
Example 1: This is the first real asymmetric matrix cited by Adhikari which is reported as not satisfying Taussky's condition of symmetrizability.
The matrix is . Its eigen values are
(1.5543+5.0507i, 1.5543-5.0507i, 12.8914). After 32 iterations, the error reduced to 6.107564e-16, the matrix M similar to A is computed as
Its symmetrizer is . The symmetrization of
is . Now the symmetrizer of is computed as . Symmetrization of is
. Results are presented below:
Error Value: 8.988429e-16: Symmetrizer
Similar Matrix
Symmetrization of : .
Symmetrizer
Symmetrization of
Now we are considering coefficient matrices of an undamped system with complex eigen values where is same as in example-1. .
Symmetrizer
Symmetrization of as .
Next example is Matirx with coeffi- cient matrix same as in example-1. The solution is as follows.
Eigen values: -1.20087894725344 + 2.67720413881095i,
-1.20087894725344 - 2.67720413881095i and 0.813057894506878.
Diagonal Matrix Symmetrizer .
Similar Matrix
Symmetrizing M is
Symmetrizer
Symmetrizing Y2 is .
But it is successfully solved using the decomposition method presented here and the results are presented below.
Eigen Values:2.7938+2.8137i, 2.7938-2.8137i 4.9068; No. of iterations:44
Error:4.286294e-16; Symmetrizer
Symmetrization of : .
Symmetrizer
Frobenius [6] or Taussky's real symmetrizer equation [21] can be transformed into a reduced symmetrizer equation (Lemma 1) when the symmetrizer of the given equation is diagonalizable in elementary terms. This reduced equation has a diagonal matrix as its symmetrizer. It is congruent to the symmetrizer of Taussky's equation. It symmetrizes a matrix similar to that of the original equation. It is proved that diagonal matrix symmetrizer is embedded in the concerned matrix itself. This property can be used as a test for diagonal matrix symmetrization (Lemma 3). The reduced symmetrizer equation can be further decomposed into more such reduced equations as proved in Corollary 10.1.
ACKNOWLEDGEMENTS
Author expresses sincere and deep gratitude to the reviewers of this work for their constructive and enlightening feedbacks. He would also like to express profound thanks to Dr. G Madhavan Nair, former Chairman, ISRO and Shri PG Ravindran, former Group Head, ATFG/VSSC for the inspiring support and encouragements provided. This research did not receive any specific grant from funding agencies in the public, commercial, or not-for-profit sectors.