"Inertia of the stein transformation with respect to some nonderogatory matrices"

Abstract

Let A be an n-by-n nonderogatory matrix all of whose eigenvalues lie on the unit circle, and let and be nonnegative integers with + = n. Let ′ and ′ be positive integers and ′ a nonnegative integer with ′ + ′ + ′ = n. In this paper we explore the existence of a Hermitian nonsingular matrix K with inertia ( , , 0), such that the Stein transformation of K corresponding to A, SA(K) = K − AKA*, is a Hermitian matrix with inertia ( ′, ′, ′). The study is done by reducing A to Jordan canonical form. If C is an n-by-n nonderogatory matrix all of whose eigenvalues lie on the imaginary axis, then the results obtained for SA(K) are valid for the Lyapunov transformation, LC(K) = CK + KC*, of K corresponding to C.