A deflation method for regular matrix pencils

Abstract

A generalization of the concept of eigenvalue is introduced for a matrix pencil and it is called eigenpencil; an eigenpencil is a pencil itself and it contains part of the spectral information of the matrix pencil. A Wielandt type deflation procedure for regular matrix pencils is developed, using eigenpencils and supposing that they can have both finite and infinite eigenvalues. A numerical example illustrates the proposed method.