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10.3. THE KRONECKER CANONICAL FORM OF A MATRIX PENCIL 169<br />

By computing such a decomposition in<strong>to</strong> the Kronecker canonical form it is possible<br />

<strong>to</strong> split off the unwanted eigenvalues of the generalized eigenvalue problem.<br />

In the procedure <strong>to</strong> compute the Kronecker Canonical form of a pencil B + ρ 1 C of<br />

dimension m × n, one transforms this pencil in<strong>to</strong> another convenient pencil D + ρ 1 E<br />

with an additional block structure, as stated in the theorem below.<br />

Theorem 10.3. Let B + ρ 1 C be an m × n complex-valued matrix pencil. Then there<br />

exists an m × m invertible matrix W and an n × n invertible matrix V for which the<br />

matrix pencil D + ρ 1 E obtained as:<br />

W −1 (B + ρ 1 C)V = D + ρ 1 E (10.16)<br />

attains the form:<br />

⎛<br />

D + ρ 1 E =<br />

⎜<br />

⎝<br />

0 h×g<br />

L ε1<br />

. ..<br />

L εs<br />

L T η 1<br />

. ..<br />

L T η t<br />

D r + ρ 1 E r<br />

⎞<br />

, (10.17)<br />

⎟<br />

⎠<br />

where the blocks 0 h×g , L ε1 ,...,L εs and L T η 1<br />

,...,L T η t<br />

correspond <strong>to</strong> indeterminate<br />

eigenvalues. It holds that g = dim ( ( ) ( ) B ), ( B<br />

T ),<br />

ker h = dim ker 0<br />

C<br />

C T

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