Let us start by considering the generalized
eigenvalue problem
, where
The most common generalized eigenvalue problems are regular; i.e., and are square matrices and the characteristic polynomial is only vanishing for a finite number of values, where denotes the degree of the polynomial. The corresponding is called a regular matrix pencil. The eigenvalues of a regular pencil are points in the extended complex plane . The eigenvalues are defined as the zeros of and additional eigenvalues.
An alternative representation of a matrix pencil is the cross product form: the set of matrices where . The mapping shows the relation between the eigenvalues of and . For example, zero and infinite eigenvalues are represented as and , respectively, and can be treated as any other points in .
If (and ) is identically zero for all (and pairs (, )), then is called singular and is a singular matrix pair. Singularity of is signaled by some . In the presence of roundoff, and may be very small. In these situations, the eigenvalue problem is very ill-conditioned, and some of the other computed nonzero values of and may be indeterminate. Such problems are further discussed and illustrated by examples in §8.7.4. Moreover, rectangular matrix pairs are singular and the corresponding is a singular pencil.