The Lyapunov order for real matrices (Q1006035): Difference between revisions

An ordering relation called Lyapunov order is studied in the \(n+1\) classes of regular inertia \((\nu,\delta,\pi)=(k,0,n-k)\), \(k=0,\dots,n\) of \(\text{GL}(n,\mathbb{R})\). The Lyapunov order is defined as follows: given \(A,B\in\mathbb{R}^n,\;A\leq B\) if \(\forall S\in\mathbb{S}\), \(\mathcal{L}_A(S)\in \overline{\mathbb{P}}\Rightarrow \mathcal{L}_B(S)\in \overline{\mathbb{P}}\), where \(\mathbb{S}\) (resp. \(\mathbb{P}\)) denote the set of symmetric (resp. symmetric positive semidefinite) real \(n\times n\) matrices and \(\mathcal{L}_A\) is the Lyapunov operator \(\mathcal{L}_A:\mathbb{S}\rightarrow\mathbb{S},\;\mathcal{L}_A(S)=SA+A^tS\). A list of properties concerning the Lyapunov order is established. For instance, it is emphasized that if A is Lyapunov regular (i.e. \(\lambda_i+\lambda_j\neq 0, \forall \lambda_i,\lambda_j\in \sigma(A),\;1\leq i,j\leq n\)), then any \(A\)-invariant subspace is \(B\)-invariant, \(A\) and \(B\) have the same stable-antistable dichotomy, the jointly real parts of \(A\) and \(B\) commute and the Lyapunov order respects controllability (i.e. if \(V\in\mathbb{R}^{n\times n}\) and the \((B,V)\) is controllable then the pair \((A,V)\) is controllable). The properties of the Lyapunov order are discussed in terms of convexity, Nevanlinna-Pick interpolation and linear systems theory. Some open research problems or conjectures are provided in this framework.