Square roots of H-nonnegative matrices

TL;DR

This paper characterizes all square roots of H-nonnegative matrices, including structured and nilpotent cases, providing explicit forms and criteria for their existence, with applications to stability analysis.

Contribution

It offers a comprehensive description of all square roots of H-nonnegative matrices, especially nilpotent parts, and introduces criteria for their existence and canonical forms.

Findings

Explicit description of square roots of nilpotent H-nonnegative matrices.

Criteria for existence of structured H-nonnegative and H-selfadjoint square roots.

Applications to stability of H-nonnegative matrix square roots.

Abstract

Roots of matrices are well-studied. The conditions for their existence are understood: The block sizes of nilpotent Jordan blocks, arranged in pairs, have to satisfy some simple algebraic property. More interesting are structured roots of structured matrices. Probably the best known example is the existence and uniqueness of positive definite square roots of a positive definite matrix. If one drops the requirement of positive definiteness of the square root, it turns out that there exists an abundance of square roots. Here a description of all canonical forms of all square roots is possible and is straight forward. H-nonnegative matrices are H-selfadjoint and are nonnegative with respect to an indefinite inner product with Gramian H. An H-nonnegative matrix $B$ allows a decomposition in a negative definite, a nilpotent H-nonnegative, and a positive definite matrix, B=B_- \oplus B_0 \oplus B_+. The interesting part is B_0, as only Jordan blocks of size one and two occur. Determining a square root of B reduces to determining a square root of each of B_-, B_0, and B_+. Here we investigate for an H-nonnegative matrix: its square roots without additional structure, as well as its structured square roots that are H-nonnegative or H-selfadjoint. For these three classes of square roots of H-nonnegative matrices we show a simple criterion for their existence and describe all possible canonical forms. This is based mainly on known results but an important new part is that in all three cases we describe all possible square roots of the nilpotent H-nonnegative matrix B_0 explicitly. Moreover, we show how our results can be applied to the conditional and unconditional stability of H-nonnegative square roots of H-nonnegative matrices, where the explicit description of the square roots of B_0 is used.