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11.3. KRONECKER CANONICAL FORM OF A TWO-PARAMETER PENCIL 201<br />

and where J is the Jordan form of a κ × κ square matrix pencil which is regular and<br />

only has finite eigenvalues.<br />

As seen before in the previous chapter, every matrix pencil P + ρ 1 Q has a<br />

unique Kronecker canonical form, provided that the dimensions ε 1 ≤ ε 2 ≤··· ≤ε s ,<br />

η 1 ≤ η 2 ≤ ··· ≤η t , υ 1 ≤ υ 2 ≤ ··· ≤υ u and the Jordan blocks J are ordered in some<br />

prespecified way.<br />

A solution <strong>to</strong> the problem (D + ρ 1 E)˜w = 0 involves a partitioned eigenvec<strong>to</strong>r ˜w<br />

structured as:<br />

⎛<br />

⎞<br />

˜w 0<br />

˜w 1<br />

. .<br />

˜w s<br />

˜w s+1<br />

˜w =<br />

.<br />

. (11.16)<br />

˜w s+t<br />

˜w s+t+1<br />

.<br />

⎜<br />

⎟<br />

⎝ ˜w s+t+u ⎠<br />

˜w s+t+u+1<br />

Each of the parts in ˜w may yield a solution, <strong>to</strong> be combined with solutions <strong>to</strong> other<br />

parts. Each part will always admit the trivial solution. Furthermore, it holds that:<br />

• ˜w 0 is always free <strong>to</strong> choose, irrespective of ρ 1 .<br />

• ˜w i , i =1,...,s needs <strong>to</strong> satisfy L εi ˜w i = 0. Hence,<br />

˜w i = α i<br />

⎛<br />

⎜<br />

⎝<br />

1<br />

−ρ 1<br />

ρ 2 1<br />

.<br />

.<br />

(−ρ 1 ) εi<br />

for arbitrary α i ∈ C(ρ 2 ), and ρ 1 is free <strong>to</strong> choose.<br />

⎞<br />

, (11.17)<br />

⎟<br />

⎠<br />

• ˜w s+i , i =1,...,t, needs <strong>to</strong> satisfy L T η i ˜w s+i = 0, which only admits the trivial<br />

solution ˜w s+i =0.<br />

• ˜w s+t+i , i =1,...,u, needs <strong>to</strong> satisfy N υi ˜w s+t+i = 0, which only admits the<br />

trivial solution ˜w s+t+i =0.<br />

• ˜w s+t+u+1 needs <strong>to</strong> satisfy J ˜w s+t+u+1 = 0. For given ρ 2 , only a finite number<br />

of values for ρ 1 will do, i.e., the eigenvalues which are finite.

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