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Source of equation - theorems about solving quadratic matrix equations

Bini, Iannazzo, Meini, Numerical Solution of algebraic Riccati equations, SIAM books, seems a good starting point to me. It is a monograph that deals both with the symmetric and the non-symmetric case …
Federico Poloni's user avatar
2 votes

Singularity of matrix pencil-like expression

The statement is false. Take $3\times 3$ matrices such that $A_{11}=B_{22}=1$ and all other entries are zero. Then $EA-hB$ has the third column equal to $0$, but the row spaces of $A$ and $B$ are disj …
Federico Poloni's user avatar