Topic
Spectrum of a matrix
About: Spectrum of a matrix is a research topic. Over the lifetime, 1064 publications have been published within this topic receiving 19841 citations. The topic is also known as: matrix spectrum.
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TL;DR: In this paper, the authors considered a vector Sturm-Liouville operator with a potential that is unbounded below, and derived asymptotic formulas for the spectrum, which involve the eigenvalues of the matrix potential as well as the rotation velocities of the Eigenvectors.
Abstract: On the half-line, we consider a vector Sturm-Liouville operator with a potential that is unbounded below. Asymptotic formulas for the spectrum are given. These formulas involve the eigenvalues of the matrix potential as well as the “rotational velocities” of the eigenvectors.
5 citations
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TL;DR: In this paper, a necessary and sufficient condition for the real parts of the eigenvalues of A to be less than -σ is that P - Q is negative definite, providing an upper bound to the solution of the Lyapunov matrix equation and is useful in the design of minimum-time or minimum-cost linear control systems.
Abstract: Given the Lyapunov matrix equation A'P + PA + 2\sigmaQ = 0 where σ is some positive scalar, a necessary and sufficient condition for the real parts of the eigenvalues of A to be less than -σ is that P - Q is negative definite. The condition provides an upper bound to the solution of the Lyapunov matrix equation and is useful in the design of minimum-time or minimum-cost linear control systems.
5 citations
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01 Dec 2007TL;DR: It is shown that the feedback U = [N, A + AT] + p[AT, A], N diagonal, rho > 0 allows to solve the diagonalization problem under the assumption that the to be diagonalized matrix has real spectrum.
Abstract: The present paper deals with the problem of diagonalizing matrices using a control system of the form A = [U, A], where [U, A] = UA - AU and A, U are real matrices. It is shown that the feedback U = [N, A + AT] + p[AT, A], N diagonal, rho > 0 allows to solve the diagonalization problem under the assumption that the to be diagonalized matrix has real spectrum. Moreover, in the case of a complex spectrum, the feedback allows to check if a matrix is stable or to compute all eigenvalues of a matrix or roots of a polynomial.
5 citations
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TL;DR: New exclusion intervals of the real eigenvalues of a real matrix are presented, which are further applied to localize the real Eigenvalues different from 1 of a positive stochastic matrix.
Abstract: A real square matrix with positive row sums and all its off-diagonal elements bounded below by the corresponding row means is called a $C$-matrix, which is introduced by Pena [Exclusion and inclusion intervals for the real eigenvalues of positive matrices, SIAM J. Matrix Anal. Appl., 26 (2005), pp. 908-917]. In this paper, a new class of nonsingular matrices—$MC$-matrices containing $C$-matrices—is first defined. By properties of a subclass of $MC$-matrices, we present new exclusion intervals of the real eigenvalues of a real matrix, which are further applied to localize the real eigenvalues different from 1 of a positive stochastic matrix. Secondly, an inclusion interval for the real parts of eigenvalues of a real matrix is established. Finally, for real matrices with nonnegative off-diagonal elements, lower and upper bounds of real eigenvalues are obtained. Furthermore, sufficient conditions are derived to indicate that the real inclusion intervals provided by Pena [On an alternative to Gerschgorin circles and ovals of Cassini, Numer. Math., 95 (2003), pp. 337-345] are subsets of those provided by the ovals of Cassini.
5 citations