The Theory of Matrices. By F R. Gantmacher. Two volumes, pp. 374 and 276. 1959. (Translated from the Russian by K. A. Hirsch; Chelsea Publishing Company, New York)

Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for this type of system. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.

/pdf/numerical-solution-of-saddle-point-problems-l583iob5c2.pdf

Numerical solution of saddle point problems

Cyber-physical systems are ubiquitous in power systems, transportation networks, industrial control processes, and critical infrastructures. These systems need to operate reliably in the face of unforeseen failures and external malicious attacks. In this paper: (i) we propose a mathematical framework for cyber-physical systems, attacks, and monitors; (ii) we characterize fundamental monitoring limitations from system-theoretic and graph-theoretic perspectives; and (ii) we design centralized and distributed attack detection and identification monitors. Finally, we validate our findings through compelling examples.

/pdf/attack-detection-and-identification-in-cyber-physical-3fy6vyw4zt.pdf

Attack Detection and Identification in Cyber-Physical Systems

Cyber-physical systems integrate computation, communication, and physical capabilities to interact with the physical world and humans. Besides failures of components, cyber-physical systems are prone to malignant attacks, and specific analysis tools as well as monitoring mechanisms need to be developed to enforce system security and reliability. This paper proposes a unified framework to analyze the resilience of cyber-physical systems against attacks cast by an omniscient adversary. We model cyber-physical systems as linear descriptor systems, and attacks as exogenous unknown inputs. Despite its simplicity, our model captures various real-world cyber-physical systems, and it includes and generalizes many prototypical attacks, including stealth, (dynamic) false-data injection and replay attacks. First, we characterize fundamental limitations of static, dynamic, and active monitors for attack detection and identification. Second, we provide constructive algebraic conditions to cast undetectable and unidentifiable attacks. Third, by using the system interconnection structure, we describe graph-theoretic conditions for the existence of undetectable and unidentifiable attacks. Finally, we validate our findings through some illustrative examples with different cyber-physical systems, such as a municipal water supply network and two electrical power grids.

Attack Detection and Identification in Cyber-Physical Systems -- Part I: Models and Fundamental Limitations

"Matrix Mathematics" is a reference work for users of matrices in all branches of engineering, science, and applied mathematics. This book brings together a vast body of results on matrix theory for easy reference and immediate application. Each chapter begins with the development of relevant background theory followed by a large collection of specialized results. Hundreds of identities, inequalities, and matrix facts are stated rigorously and clearly with cross references, citations to the literature, and illuminating remarks. Twelve chapters cover all of the major topics in matrix theory: preliminaries; basic matrix properties; matrix classes and transformations; matrix polynomials and rational transfer functions; matrix decompositions; generalized inverses; Kronecker and Schur algebra; positive-semidefinite matrices; norms; functions of matrices and their derivatives; the matrix exponential and stability theory; and linear systems and control theory. A detailed list of symbols, a summary of notation and conventions, an extensive bibliography with author index, and an extensive index are provided for ease of use. The book will be useful for students at both the undergraduate and graduate levels, as well as for researchers and practitioners in all branches of engineering, science, and applied mathematics.

/pdf/matrix-mathematics-theory-facts-and-formulas-with-8swhnd659u.pdf

Matrix Mathematics: Theory, Facts, and Formulas with Application to Linear Systems Theory

Normal matrices: an update

Conditionally definite matrices

This paper surveys nearly all of the publications that have appeared in the last twenty years on the theory of and numerical methods for linear pencils. The survey is divided into the following sections: theory of canonical forms for symmetric and Hermitian pencils and the associated problem of simultaneous reduction of pairs of quadratic forms to canonical form; results on perturbation of characteristic values and deflating subspaces; numerical methods. The survey is self-contained in the sense that it includes the necessary information from the elementary theory of pencils and the theory of perturbations for the common algebraic problem Ax=λx.

Matrix pencils: Theory, applications, and numerical methods

Let A be a complex n × n matrix, and let A = B + iC, B = B*, C = C* be its Toeplitz decomposition. Then A is said to be (strictly) accretive if B > 0 and (strictly) dissipative if C > 0. We study the properties of matrices that satisfy both these conditions, in other words, of accretive-dissipative matrices. In many respects, these matrices behave as numbers in the first quadrant of the complex plane. Some other properties are natural extensions of the corresponding properties of Hermitian positive-definite matrices.

On the Properties of Accretive-Dissipative Matrices

https://www.mat.uniroma2.it/~tvmsscho/papers/ikramov_24sept.pdf

Kh. D. Ikramov

Papers

Normal matrices: an update

Conditionally definite matrices

Matrix pencils: Theory, applications, and numerical methods

On the Properties of Accretive-Dissipative Matrices

On a condensed form for normal matrices under finite sequences of elementary unitary similarities