Circular trichotomy of the spectrum of regular matrix pencils

We introduce a method for approximating the right and left deflating subspaces of a regular matrix pencil corresponding to the eigenvalues inside, on and outside the unit circle. The method extends the iteration used in the context of spectral dichotomy, where the assumption on the absence of eigenvalues on the unit circle is removed. It constructs two matrix sequences whose null spaces and the null space of their sum lead to approximations of the deflating subspaces corresponding to the eigenvalues of modulus less than or equal to 1, equal to 1 and larger than or equal to 1. An orthogonalization process is then used to extract the desired delating subspaces. The resulting algorithm is an inverse free, easy to implement, and sufficiently fast. The derived convergence estimates reveal the key parameters, which determine the rate of convergence. The method is tested on several numerical examples.