Solving Singular Generalized Eigenvalue Problems. Part II: Projection and Augmentation

.Generalized eigenvalue problems involving a singular pencil may be very challenging to solve, both with respect to accuracy and efficiency. While Part I presented a rank-completing addition to a singular pencil, we now develop two alternative methods. The first technique is based on a projection onto subspaces with dimension equal to the normal rank of the pencil while the second approach exploits an augmented matrix pencil. The projection approach seems to be the most attractive version for generic singular pencils because of its efficiency, while the augmented pencil approach may be suitable for applications where a linear system with the augmented pencil can be solved efficiently.Keywordssingular pencilsingular generalized eigenvalue problemprojection of normal rankperturbation theoryrectangular pencildouble eigenvaluesaugmented matrixbordered matrixconstrained eigenvalue problemMSC codes65F1565F5015A1815A2215A2147A5565F22