Reduced Symmetrizer Equation

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Abstract

This paper revisits the real symmetrizer equation in the literature to transform it into a reduced symmetrizer equation. This reduction can be accomplished by decomposing the symmetrizer of the equation. The reduced equation has a diagonal matrix as its symmetrizer and can be further decomposed into more such equations. These reduced equations are coexisting and synchronized with the original symmetrizer equation. Associated results concerning the reduced symmetrizer equation are introduced. A numerical algorithm for symmetrizer computation is developed based on these results. Typical symmetrizer problems in the literature are solved using the algorithm and the results are presented.

I. INTRODUCTION

F.G Frobenius [6] introduced symmetric factorization of matrices in 1910. Frobenius finding was that any given matrix A∈Rn×n can be factorized as A=S1S2;S1=S1T,S2=S2T;S1,S2∈Rn×n. Frobenius also stated that one among S1,S2 or both can be nonsingular. Thus Frobenius hints that there can be left and right symmetrizers for A. Here for convenience, we choose S1 as nonsingular. Accordingly there exists a matrix B=S−1 so that BA=S2 is symmetric. The nonsingular symmetric matrix B is called a symmetrizer of A [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 A. Marcus and Khan [14] studied in a detailed way, a more general equation XA=ATX where X 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 BA=ATB, or the similarity transformation BAB−1=AT. Later Taussky [21] independently developed the necessary and sufficient conditions and associated theories for A to be symmetrized and the role of symmetrizer B in the study of A. 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 A.

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 BA=ATB, A,B∈Rn×n, B=BT, det⁡(B(1:k,1:k))≠0, k=1:n, det⁡(A)≠0 into a reduced symmetrizer equation as DM=MTD; D,M∈Rn×n, where M is similar to A and D is a non singular diagonal matrix. Parter and Youngs [17] considered this topic of symmetrizing A by a diagonal matrix D∈Rn×n. Their work was to derive the necessary and sufficient conditions on the existence of D symmetrizing A 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 A∈Rn×n that leads to the existence of a positive diagonal matrix D∈Rn×n such that DAD−1 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 M can be expressed as a linear sum of n2 linearly independent matrices having diagonal matrix symmetrizers. A numerical algorithm is developed based on these results for computing a symmetrizer of A. This is applied iii) AT=S−1AS with S=ST≻0.

iv) A has real characteristic roots and a full set of characteristic vectors.

Taussky's similarity symmetrization of A and conditions are also discussed in [1,11]. Symmetrization of A can also be achieved by other type of transformations such as equivalent [1], (A+AT)/2, AAT, ATA, 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 A is symmetrizable of the second kind if and only if there exist two nonsingular matrices L,R such that A~=LTAR is symmetric.

This is a more general classification. It includes the first kind as a special case, LT=R−1=R−T. Let A∈Rn×n be nonsingular as well as all its leading principal submatrices, A(1:k,1:k),k=1:n−1. Recalling from [7], consider elementary reduction, LTAR=D, L, R = U, D∈Rn×n, 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 LTAU=D. Let B=LLT. Then B is symmetric positive definite and nonsingular. Consider the nonsingular matrices S1,S2∈Rn×n given by S1=LB and S2=UB.

(1)A~=S1TAS2

Same B=LLT 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 A∈Rn×n be nonsingular. Let it be a symmetrizable matrix as discussed in [1,6,20]. Let B=BT∈Rn×n, det⁡(B(1:k,1:k))≠0, k=1:n be a symmetrizer of A. Recalling from [7], we can decompose B as LBLT=D applying Gauss Elimination (GE) and is unique. Matrices D,L∈Rn×n. Here L is a unit lower triangular matrix and D is a nonsingular diagonal matrix.

Consider LBLT=D. We shall rewrite (2) as

(3)L−1DL−TA=ATL−1DL−T.

Let M=L−TALT. Then equation (3) can be represented as

(4)DM=MTD.

Lemma 1. Given a symmetrizer B∈Rn×n, det⁡(B(1:k,1:k)), k=1:n≠0 of A∈Rn×n, the symmetrizer equation BA=ATB can be transformed into DM=MTD by decomposing B as LBLT=D, L is unit lower triangular, D is diagonal and M=L−TALT.

Proof. The proof follows from (2), (3) and (4). Uniqueness of matrices L,D as a pair follows as the decomposition LBLT=D 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 A=S1S2,S1T=S1,S2T=S2, either S1 or S2 can be nonsingular so that A can have a left or right symmetrizer. In (2), we consider the case B=S1 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 B=BT∈Rn×n, det⁡(B(1:k,1:k)), k=1:n≠0. Let LBLT=D, L is unit lower triangular and D diagonal. Then B symmetrizes A∈Rn×n iff D symmetrizes M=L−TALT.

Proof. We have

DM=MTD⇔DL−TALT=LATL−1D
(5)⇔L−1DL−TA=ATL−1DL−T
⇔BA=ATB

Thus (5) is a necessary and sufficient condition for similarity symmetry.

xi/xj=di/dj,j=1:n⇒dj=xjdi/xi,j=1:n.⇒xj=ximij/mji,j=1:n.

Consider any other row-k, column-k of DM. Applying dj,j=1:n of (7)

(8)dkmkj=djmjk⇒dk/dj=mjk/mkj;j=1:n
⇒xk/xj=mjk/mkj⇒xkmkj=xjmjk,j=1:n,k=1:n.

From (8), Di symmetrizes M,det⁡(Di)≠0. So Di is a symmetrizer of M. Hence by Lemma 2, Bi=L−1DiL−T 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 Di as derived in (7). This diagonal matrix symmetrizer Di of M is embedded in M itself.

Corollary 3.2. As diagonal matrix Di can be derived from (7) using arbitrary scalar x=xi≠0, infinitely many symmetrizers of A exist against LBLT=D.

Remark 3.1. This result can be used to test the symmetrizability of a given matrix M by a diagonal matrix Di as well as to derive Di using (7). Coupled with Lemma 2, it can also be used to test the symmetrizability of A by B.

Lemma 4. Let B=BT∈Rn×n, det⁡(B(1:k,1:k)), k=1:n≠0, LBLT=D, be a symmetrizer of A∈Rn×n, L unit lower triangular and D diagonal. If M=L−TALT has a column- i and row- i are without zeros, and D1,D2∈Rn×n are its two diagonal matrix symmetrizers, then they are linearly dependent.

Proof. Let D1=diag(x1,x2,…,xn),D2=diag(y1,y2,…,yn). Then we have

xj=ximij/mji;yj=yimij/mji;j=1,2,…,n

From (9), it follows that D1=(xi/yi)D2,(xi/yi)≠0. Hence the result.

Corollary 4.1. If M is without zero entries, then the n symmetrizers Di of M derived from column-i, row-i; i = 1: n using (7) will be linearly dependent.

Corollary 4.3. Let A,B=BT∈Rn×n. Let B be diagonalizable symmetrizer of A so that B=L−1DL−T and BA=ATB, L a unit lower triangular matrix and D a nonsingular diagonal matrix. Let D=∑i=1nαiDi where Di,i=1:n constitute a basis of subspace of all diagonal matrices of Rn×n. Consider B=∑i=1nαiBi where Bi=L−1DiL−T,i=1:n. Then Bi,Di,i=1:n are not symmetrizers of A and M=L−TALT respectively.

Remark 4.1. From Corollary 4.3, we see that in several occasions of handling Bi,i=1:n, we may miss L but if we use Lemma 3, this will not happen.

Remark 4.2. Reduced equation DM=MTD is more convenient to handle than BA=ATB and from equation (5), these are inter-dependent. As the decomposition LBLT=D is unique in Lemma 4, M=L−TALT has only one linearly independent diagonal matrix symmetrizer D. If M1,M2∈Rn×n are linearly dependent, so do their diagonal matrix symmetrizers, say, D1,D2.

We shall extend the Frobenius equation [6] as applicable to diagonal matrix symmetrizers. We have for D,Z∈Rn×n, DZD is always symmetric where D is a nonsingular diagonal matrix and Z is any symmetric matrix.

Lemma 5. A nonsingular diagonal matrix D∈Rn×n will be a symmetrizer of M∈Rn×n iff there exists a matrix Z=ZT∈Rn×n such that M=ZD.

Proof. Suppose D is a symmetrizer of M. Then we have

(10)DM=MTD⇔MD−1=D−1MT⇔M=D−1MTD.

In (10), let Z=D−1MT 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 Z;Z=ZT such that

(11)M=ZD⇔DM=DZD

Thus from (11), it is confirmed that D is a symmetrizer of M.

Corollary 5.1. As DM=MTD⇔M=ZD, let M=(mij), Z=(zij); i,j=1:n, then mij=mji=0 iff zij=zji=0; i,j=1:n.

Corollary 5.2. If A,B=BT∈Rn×n, then B will be a symmetrizer of A iff there exists a matrix S=ST∈Rn×n such that A=SB.

Remark 5.1 By Corollary 5.1, in Z,M∈Rn×n, zeros can be only in identical, symmetric positions (i,j),(j,i),1≤i,j≤n. This result is stochastically termed

Remark 5.3 Adapting the expression of Z in Remark 5.2 into Frobenius equation [6] and treating S2=B as nonsingular, we have S1=(B−1AT+AB−1)/2. The singularity of S1 is depending on the singularity of A. Then we have A=S1B, BA=BS1B=ATB. The symmetrizer B has an independent existence and S1 is dependent on A,AT 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 M, D>0, DMD−1=DZ is non-negative and symmetric. From (11), Pimbley's equation [19] can be true if Z is a non-negative diagonal matrix.

Remark 5.5 From (11), it follows that if Z is nonsingular, then Z−1, Z are symmetrizers of M, MT respectively. From Desautels [3], the set of symmetrizers of M is a linear subspace of Rn×n of dimension n.

Consider the set of those matrices M, symmetrized by D and may be denoted as D(M). We see that cardinality of largest possible set of linearly independent symmetric matrices Zi;i=1,2,…∈Rn×n which can be applied in M = ZD of (11) is n(n+1)/2. Hence D will be a symmetrizer of matrices Mi=ZiD,i=1:n(n+1)/2∈Rn×n, which are linearly independent. If D symmetrizes M1,M2, then it also symmetrizes α1M1+α2M2 for nonzero scalars α1,α2. So α1M1+α2M2∈D(M). Zero matrix also belongs to D(M). Hence we see that D(M) is a linear subspace of Rn×n of dimension n(n+1)/2. Additionally In,M,M−1∈D(M). Suppose Zi;i=1,2,…n are nonsingular and linearly independent set of n diagonal matrices. Then ZiD;i=1,2,…,n also will be so. This set of diagonal matrices will span the whole subspace of diagonal matrices of Rn×n and is also a subspace of D(M).

Lemma 6. Let D(M)⊂Rn×n denotes the subspace of matrices symmetrized by a diagonal matrix D∈Rn×n. If N∈D(M) is nonderogatory, then it can be expressed as a linear sum of n nonsingular matrices Ni,i=1:n∈D(M).

Proof. Recall from Desautels [2,3,13,18] that when N∈Rn×n 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, Z=α1Z1+α2Z2+…+αnZn, where Zi,i=1:n are symmetrizers of NT,αi,i=1:n are real scalars, as NT as well is nonderogatory and as ZNT=NZ. Hence N=∑i=1nαiNi=∑i=1nαiZiD∈D(M) 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 Si;i=1,2,...,n and A=SiBi;Si=(Bi−1AT+ABi−1)/2,i=1,2,...,n. The corresponding scenario with diagonal matrix symmetrizer will be Mi=ZiDi;i=1,2,...,n. According to Frobenius[4,6], for a given matrix A∈Rn×n, there is a symmetrizer B∈Rn×n. But, this is not true with diagonal matrix symmetrization. As in Lemma 5, only to matrices M = ZD; Z=ZT have diagonal matrix D as symmetrizer.

Lemma 7. Let B=BT, det⁡(B(1,k:1,k),k=1:n)≠0∈Rn×n be a symmetrizer of A∈Rn×n. Let LBLT=D where L is unit lower triangular and D diagonal. Consider M=L−TALT so that D is a symmetrizer of M. If DM is diagonalizable, then DM and symmetrizer BA of A are congruent.

Proof. We have D,DMi,i=1,2,… are symmetrizers of M. Consider

(12)DM=L1−1D1L1−T.

Now by analogy, L1−1D1L1−T is a symmetrizer of M, D1 is a symmetrizer of M1=L1−TML1T, D1M1 is a symmetrizer of M1. From (12), we have,

(13)L1−1D1L1−TL−TALT=LATL−1L1−1D1L1−T.

Equation (13) can be rearranged as below.

(14)L−1L1−1D1L1−TL−TA=ATL−1L1−1D1L1−TL−T

Let this derived symmetrizer of A from (14) be B1 so that we have

B1=L−1L1−1D1L1−TL−T
(15)=L−1DML−T=BA.

Remark 7.1 We may generalize this result that if LBLT=D, the symmetrizers D,DM,DM2,… of M are congruent to the symmetrizers B,BA,BA2… of A. The specialty of the congruence is presented in (15) and is that the matrices L,LT,L−1,L−T are commonly applied for these congruences. The point is that only diagonalization of B is in demand for these congruences. According to

(16)L−1L−TA=ATL−1L−T.

From (16), positive definite symmetric matrix Λ=L−1L−T symmetrizes A.

III. Decomposition of Reduced Symmetrizer Equation

We may break equation (11) further.

Lemma 9. Let M∈Rn×n and D∈Rn×n be a nonsingular diagonal matrix. Consider N=(M+D−1MTD)/2. Then N=M iff D is a symmetrizer of M.

Proof. We have if N=M, then DM=(DM+MTD)/2 and hence D is a symmetrizer of M. Conversely, if D is a symmetrizer of M, then DN=(DM+MTD)/2=DM and so N=M.

Remark 9.1 Recall that in (11), Z=(D−1MT+MD−1)/2 and N=ZD. In this context, we may recall from K.Y. Fan and A.J. Hoffman [5] that for A∈Rn×n, S=(A+AT)/2 is the closest to A of all the symmetric matrices X∈Rn×n. Thus

(17)‖A−S‖≤‖A−X‖.

Analogues to (17), if D symmetrizes M, and K any other nonsingular diagonal matrix, D,M,K∈Rn×n, let Z=(KM+MTK)/2. Then from Lemma 9,

(18)M−(M+MT)/2=(M−Z)/2+(Z−MT)/2)⇒
‖M−(M+DMD−1)/2‖≤‖M−(KM+MTK)/2‖

In (18), because of von Neumann's [16] characterization of all unitary invariant norms in Rn×n, we have ‖M‖=‖MT‖,‖(M−Z)/2‖=‖(Z−MT)/2‖. From (18) we have the result that among all nonsingular diagonal matrices K≠In and as K→D, the symmetric matrix (N+NT)/2→(M+MT)/2 will be closest to M than any other symmetric matrices (KM+MTK)/2.

Lemma 10. Let D(M)⊂Rn×n denotes the subspace of matrices symmetrized by a diagonal matrix D∈Rn×n. If N∈D(M) has n simple eigen values, then N=∑i=1n2Mi,Mi=1:n2∈Rn×n all having diagonal matrix symmetrizers.

Proof. From Lemma 5, we have N=ZD where Z=ZT∈Rn×n is nonsingular. Now D=∑i=1nαiDi, Di,i=1:n∈Rn×n are nonsingular and diagonal. Since N=ZD∈D(M), by Lemma 6, N=∑i=1nβiZiD,ZiD∈D(M);i=1:,n. Here αi,βi,i=1:n are nonzero scalars. Hence,

N=α1β1Z1D1+α1β2Z1D2+…+α1βnZ1Dn
(19)+α2β1Z2D1+α2β2Z2D2+…+α2βnZ2Dn+…
+αnβ1ZnD1+αnβ2ZnD2+…+αnβnZnDn⇒
(20)N=M1+M2+….+Mk;k=n2.

Since none of the scalars, αiβj=0,i,j=1:n is zero in (19), the n2 matrices in (20) are linearly independent. Each matrix Mi is nonsingular as it is a product of nonsingular matrices. Also Di;i=1:n symmetrizes Mn(j−1)+i,i,j=1:n.

Under certain conditions, converse of the Lemma 10 is also true.

Corollary 10.1. Let N∈Rn×n be the sum of n2 linearly independent nonsingular matrices Mi,i=1:n2∈Rn×n such that (Di−1MjT+MjDi−1)/2=(Di−1Mn(i−1)+jT+Mn(i−1)+jDi−1)/2;i,j=1:n where Di,i=1:n∈Rn×n are diagonal matrix symmetrizers of Mn(i−1)+j;i,j=1:n. If all the matrices Mi,i=1:n2 are with n simple eigen values, then N also will be symmetrized by a diagonal matrix D∈Rn×n and it has n simple eigen values.

Proof. From the hypothesis and Lemma 6, if Di symmetrizes Mn(i−1)+j, let

Zj=(Di−1Mn(i−1)+jT+Mn(i−1)+jDi−1)/2⇒
ZjDi=Mn(i−1)+j;i,j=1:n⇒
N=Z1D1+Z1D2+⋯+Z1Dn+Z2D1+Z2D2+⋯+Z2Dn+….+
ZnD1+ZnD2+…+ZnDn⇒N=ZD

Recall from Lemma 5 that a nonsingular diagonal matrix D∈Rn×n will be a symmetrizer of M∈Rn×n if and only if M = ZD, Z∈Rn×n, Z=ZT. 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 Z=(DM+MTD)∗0.5 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 Mr(k)=(mij(k));i,j=1:n is set as a matrix similar to A. Set ϵ>0 to an arbitrarily chosen small quantity, say ϵ=1.0e−15. Initialize matrix M=A, Z=In, D=In.

Step-2: Consider the principal submatrix Mr(k)(1:1,1:1). It is the scalar m11(k) and is symmetric. Correspondingly to compose a diagonal matrix Dk=diag(d1(k),d2(k),…dn(k) for this step-k, we choose d1(k)=1. For the principal submatrix Mr(k)(1:2,1:2) we choose d2(k)=m12(k)/m21(k) so that Mr(k)(1:2,1:2) is symmetric in Dr(k)Mr(k).

Step-3: Now consider the principal submatrix Mr(k)(1:r,1:r). There are r-1 pair of entries mrj(k),mjr(k),j=1:r−1 to be addressed in row-r and column r. By Corollary 5.1, if any of the row entries mrj(k) is zero, then corresponding column entry mjr(k) also should be zero and in this case we may consider dr(k)=1. If non of these pairs are zeros, As a trail, taking into account the first pair, consider dr(k)=m1r(k)/mr1(k). Thus (r,1) and (1,r) entries in Dr(k)Mr(k) are identical. Now the effect of this is computed as er1(k)=∑i=1r∑j=1r(mij(k)−mji(k))2. This computation of error in symmetry is repeated out of row-r and column-r of Dr(k)−1Mr(k)T and added together to store as er1(k). Repeat this error computations eri(k),i=1:r−1 in a similar way with respect to other pairs by applying dr(k)=mir(k)/mri(k),i=1:r−1. Among these (r-1) errors, let erl(k) be the minimum against row-r for iteration-k and correspondingly we choose dr(k)=mlr(k)/mrl(k).

Step-6: Test whether ermin(k)<ϵ. If it is so, check whether current row c = r. If it is true, set c=c+1. 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 c>=n and ermin<ϵ 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 B∈Rn×n of a given nonsingular matrix A∈Rn×n. A is assumed to be as in [3,6,20].

  1. So far, we were using the decomposition LBLT=D 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 Zr(k) 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 Zr(k) is that because of the KY Fan and A.J. Hoffman [5] result, it is sufficiently close to the symmetrizer of Mr(k) at iteration k. The fact is that when n=3, for row-3 and column-3, only one of the pairs of entries, (m31(k),m13(k)) and (m32(k),m23(k)) 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 ϵ>0, 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 4×4 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].

  2. In step-3, we individually compute errors for symmetrizingMr(k)andMr(k)TbyDr(k)andDr(k)−1respectively and add both of them as a single error value aseri(k),i=1:r−1. This is for the stability of the process. If we depend only on one of them, soonDmay converge to either zero or infinity. Also note that ifDis a symmetrizer ofM, thenD−1symmetrizesMT. 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 A is diagonalizable then the two eigen vectors corresponding to a pair of complex conjugate eigen values of A 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 ϵ=1.0e−15 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 A=(1.0−2.01.512.06.07.0−2.04.09.0). 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

M=(1.1262−2.16281.121511.54166.44077.9459−2.97273.94698.4331).

Its symmetrizer is D=diag(1.0000,−0.1874,−0.3773). The symmetrization of

M is DM=(1.1262−2.16281.1215−2.1628−1.2069−1.48901.1215−1.4890−3.1814). Now the symmetrizer of A is computed as B=(−18.1025−6.6674−1.7944−6.6674−1.9765−9.7041−1.7944−9.7041−14.1343). Symmetrization of A is

(0.57401.38581.38580.70700.7070−0.70700.4620−0.1914−0.1914). Results are presented below:

Error Value: 8.988429e-16: Symmetrizer D=diag(1.0000,1.5931,3.7701)

Similar Matrix M=(0.50691.29111.39810.81040.7382−0.70570.3708−0.2982−0.1555).

Symmetrization of M: DM=(0.50691.29111.39811.29111.1761−1.12421.3981−1.1242−0.5864).

Symmetrizer B=(3.20233.73970.03693.73976.13301.28160.03691.28161.8605).

Symmetrization of X:BX=(4.49917.07471.78687.07479.27320.60111.78680.6011−1.2111).

Now we are considering coefficient matrices Y1,Y2 of an undamped system with complex eigen values where X is same as in example-1. Y1=(1.2044−5.44242.70132.10070.8930.1894−1.83930.89532.5087).

Symmetrizer B=(0.9933−0.0510−0.1018−0.0510−2.6624−0.0623−0.1018−0.0623−1.4524).

Symmetrization of Y1 as BY1=(1.2764−5.53992.4180−5.5399−2.0126−0.79842.4180−0.7984−3.9306).

Next example is Matirx Y2=(0.19951.8857−3.2199−2.1312−0.22360.36091.03781.9501−1.5606) with coeffi- cient matrix X 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 D:=diag(1.0000,1.7457,−1.9129).

Similar Matrix M=(1.63911.7133−5.66720.98141.1319−1.39442.96261.2725−4.3597).

Symmetrizing M is DM=(1.63911.7133−5.66721.71331.9760−2.4341−5.6672−2.43418.3398).

Symmetrizer B=(−0.6605−6.28100.2562−6.28101.05013.97420.25623.97427.5928).

Symmetrizing Y2 is BY2=(13.52290.6586−0.54000.6586−4.328814.4011−0.540014.4011−11.2399).

 The matrix is W=(4.3160−2.5771−1.46262.71221.8365−0.19991.3827−2.56314.3419).

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 D=diag(1.0000,−0.8916,−1.1189)

Similar MatrixM=(4.3537−2.4003−2.17662.69222.0645−1.84301.9452−1.46864.0761).

Symmetrization of M: DM=(4.3537−2.4003−2.1766−2.4003−1.84071.6432−2.17661.6432−4.5609).

Symmetrizer

B=(5.9204−16.2577−0.7220−16.25777.84004.0794−0.72204.0794−11.9274).
SymmetrizationofW:BW=(−19.5403−43.2641−8.5442−43.264145.840239.9236−8.544239.9236−51.5470).
 V. CONCLUSIONS 

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.

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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

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How to Cite This Article

R. Purushothaman Nair. 2021. "Reduced Symmetrizer Equation". Global Journal of Science Frontier Research - F: Mathematics & Decision GJSFR-F Volume 20 (GJSFR Volume 20 Issue F9).

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Crossref Journal DOI 10.17406/GJSFR

Print ISSN 0975-5896

e-ISSN 2249-4626

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GJSFR-F Classification MSC 2010: 15A21
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Reduced Symmetrizer Equation

R. Nair
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