On the Rellich eigendecomposition of para-Hermitian matrices and the sign characteristics of $\ast$-palindromic matrix polynomials

Abstract

We study the eigendecompositions of para-Hermitian matrices $H(z)$, that is, matrix-valued functions that are analytic and Hermitian on the unit circle $S^1\subset \mathbb{C}$. In particular, we fill existing gaps in the literature and prove the existence of a decomposition $H(z)=U(z)D(z)U(z{)}^P$ where, for all $z\in S^1$, $U(z)$ is unitary, $U(z{)}^P=U(z{)}^{\ast }$ is its conjugate transpose, and $D(z)$ is real diagonal; moreover, $U(z)$ and $D(z)$ are analytic functions of $w=z^{1/N}$ for some positive integer $N$, and $U(z{)}^P$ is the so-called para-Hermitian conjugate of $U(z)$. This generalizes the celebrated theorem of Rellich for matrix-valued functions that are analytic and Hermitian on the real line. We also show that there also exists a decomposition $H(z)=V(z)C(z)V(z{)}^P$ where $C(z)$ is pseudo-circulant, $V(z)$ is unitary and both are analytic in $z$. We argue that, in fact, a version of Rellich's theorem can be stated for matrix-valued function that are analytic and Hermitian on any line or any circle on the complex plane. Moreover, we extend these results to para-Hermitian matrices whose entries are Puiseux series (that is, on the unit circle they are analytic in $w$ but possibly not in $z$). Finally, we discuss the implications of our results on the singular value decomposition of a matrix whose entries are $S^1$-analytic functions of $w$, and on the sign characteristics associated with unimodular eigenvalues of $\ast$-palindromic matrix polynomials.