link to my thesis
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234 CHAPTER 12. CONCLUSIONS & DIRECTIONS FOR FURTHER RESEARCH<br />
eigenvalue problem involving two matrices and one common eigenvec<strong>to</strong>r in Section<br />
11.1. Both these matrices are joined <strong>to</strong>gether in one rectangular and singular matrix.<br />
Now the ideas of Chapter 10 regarding the Kronecker canonical form computations<br />
are useful <strong>to</strong> compute the values ρ 1 and ρ 2 which make these matrices simultaneously<br />
singular. In Section 11.3 three methods are given <strong>to</strong> split off singular parts of the<br />
involved matrix pencil, which make it possible <strong>to</strong> compute the solutions of the system<br />
of equations. The advantage of the second and third method is that the matrix<br />
dimensions stay as small as possible.<br />
An important result is given by Proposition 11.1: the only singular blocks that<br />
occur in the singular part of the Kronecker canonical form in the co-order k = 3 case,<br />
in order <strong>to</strong> admit a non-trivial solution, are the blocks L T η . This leads <strong>to</strong> another<br />
important result given in Proposition 11.2: the values ρ 1 and ρ 2 we are looking for<br />
are computed from the values which make the transformation matrices V and W<br />
singular. Using these values the globally optimal approximation G(s) of order N − 3<br />
is computed An example is worked out in Section 11.5. The co-order k = 3 technique<br />
exhibits a better performance on this example than the co-order k = 1 and k =2<br />
techniques.<br />
12.2 Directions for further research<br />
The approach taken in this <strong>thesis</strong> <strong>to</strong> compute the global minimum of a dominated<br />
polynomial can be extended in several ways. One immediate extension involves<br />
the dominating term λ(x 2d<br />
1 + ... + x 2d<br />
n ) with λ>0, which may obviously be replaced<br />
by a dominating term of the form λ 1 x 2d<br />
1 + ...+ λ n x 2d<br />
n with λ i > 0 for all<br />
i ∈{1, 2,...,n}. Depending on the monomials which are allowed <strong>to</strong> feature in the<br />
polynomial q(x 1 ,...,x n ) and depending on the chosen monomial ordering, one may<br />
also extend the approach by using a dominating term of the form λ 1 x 2d1<br />
1 +...+λ n x 2dn<br />
n<br />
with λ i > 0 and possibly different (but well-chosen) positive integers d i . Also, one<br />
may consider generalizations which involve weighted <strong>to</strong>tal degree monomial orderings.<br />
As we have argued in Chapter 4, the range of applicability of the presented method<br />
extends beyond that of dominated polynomials. In [48] it is shown how the infimum<br />
of an arbitrary multivariate real polynomial q(x 1 ,...,x n ) can be found as the<br />
limit for λ ↓ 0 of the global minima of the dominated polynomials q(x 1 ,...,x n )+<br />
λ‖(x 1 ,...,x n )‖ 2d<br />
2d . There it is also shown that if λ>0 decreases below a certain<br />
threshold value, no more bifurcations with respect <strong>to</strong> the set of stationary points will<br />
take place. Since the dominating term λ‖(x 1 ,...,x n )‖ 2d<br />
2d<br />
can be regarded as a penalty<br />
term which has been added <strong>to</strong> the polynomial function q(x 1 ,...,x n ), it also allows<br />
one <strong>to</strong> compute bounds on the achievable global minimum of q(x 1 ,...,x n ) from the<br />
outcomes for values of λ>0, especially once the location of a global minimizer is<br />
known <strong>to</strong> be confined <strong>to</strong> some compact subset of R n . However, if λ>0 is taken <strong>to</strong>o<br />
small, numerical problems are likely <strong>to</strong> arise.<br />
A second way <strong>to</strong> deal with an arbitrary real polynomial q(x 1 ,...,x n ) applies if the<br />
first-order conditions generate an ideal with zero-dimensional variety and if it is known