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252 APPENDIX A. LINEARIZING A 2-PARAMETER EIGENVALUE PROBLEM<br />

Using the eigenvec<strong>to</strong>r w of size 9n × 1 with a structure:<br />

⎛ ⎞<br />

v<br />

µv<br />

⎛ ⎞<br />

µ 2 v<br />

z<br />

⎜ ⎟<br />

λv<br />

w = ⎝ λz ⎠ =<br />

µλv<br />

λ 2 z<br />

µ 2 λv<br />

λ 2 v<br />

⎜<br />

⎝ µλ 2 ⎟<br />

v ⎠<br />

µ 2 λ 2 v<br />

yields the following eigenvalue problem which is linear in µ and λ:<br />

⎛⎛<br />

⎜⎜<br />

⎝⎝<br />

(P 0 + µP 1 + λP 2 )w =<br />

⎞<br />

0 I 0<br />

⎟<br />

0 0 I ⎠ + µ<br />

K 0 K 1 K 2<br />

⎛<br />

⎜<br />

λ ⎝<br />

⎞<br />

−I 0 0<br />

⎟<br />

0 −I 0 ⎠<br />

0 0 K 3<br />

⎛<br />

⎜<br />

⎝<br />

0 0 0<br />

0 0 0<br />

L 0 0 0<br />

⎞ ⎛<br />

⎟ ⎜<br />

⎠ w = ⎝<br />

0<br />

0<br />

0<br />

⎞<br />

⎞<br />

⎟<br />

⎠ .<br />

⎟<br />

⎠ +<br />

(A.24)<br />

(A.25)<br />

where every block I and 0 has dimensions 3n × 3n. The dimensions of the matrices<br />

P 0 ,P 1 , and P 2 are (m 2 n) × (m 2 n)=9n × 9n. Note that the last equation represented<br />

by (A.25) satisfies Equation (A.22) times the eigenvec<strong>to</strong>r w and that the other rows<br />

are required <strong>to</strong> capture the structure of the eigenvec<strong>to</strong>r w.<br />

Remark A.2. The existence of another possible approach <strong>to</strong> linearize a matrix is<br />

demonstrated below. The matrix M(µ, λ) in this example with polynomial coefficients<br />

in µ and λ with a <strong>to</strong>tal degree 3, can also be linearized in one step as follows:<br />

⎛⎛<br />

⎜⎜<br />

⎝⎝<br />

⎞ ⎛<br />

0 I 0 0 0 0<br />

0 0 I 0 0 0<br />

0 0 0 I 0 0<br />

+ µ<br />

0 0 0 0 I 0<br />

⎟ ⎜<br />

0 0 0 0 0 I ⎠ ⎝<br />

N 0 N 2 N 1 N 4 N 5 N 3<br />

⎛<br />

λ<br />

⎜<br />

⎝<br />

−I 0 0 0 0 0<br />

0 0 0 0 0 0<br />

0 −I 0 0 0 0<br />

0 0 0 0 0 0<br />

0 0 0 0 0 0<br />

0 0 0 N 9 N 7 0<br />

⎞<br />

0 0 0 0 0 0<br />

−I 0 0 0 0 0<br />

0 0 0 0 0 0<br />

0 −I 0 0 0 0<br />

⎟<br />

0 0 −I 0 0 0 ⎠<br />

0 0 0 0 N 8 N 6<br />

⎞⎞<br />

⎟⎟<br />

⎠⎠<br />

⎛<br />

˜w =<br />

⎜<br />

⎝<br />

0<br />

0<br />

0<br />

0<br />

0<br />

0<br />

⎞<br />

⎟<br />

⎠<br />

+<br />

(A.26)

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