Sets of matrices with common Stein solutions and \(H\)-contractions (Q1826833)

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Sets of matrices with common Stein solutions and \(H\)-contractions
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    Sets of matrices with common Stein solutions and \(H\)-contractions (English)
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    6 August 2004
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    For an invertible \(N\times N\) Hermitian matrix \(H\), let \({\mathcal S}_H \equiv \{A:A^*HA<H\}\). The author generalizes his earlier result for \(H>0\). To explain the result, write \(H=GJG\), where \(G=| H |^{1/2}>0\) and \(J\) is a Hermitian involution such that \(JG=GJ\). Define the projections \(P_\pm\) associated with \(J\) as \(P_+\equiv\frac 12 (I+J)\), and \(P_-\equiv\frac 12(I-J)\), and hence \(J=P_+-P_-\). Then, with respect to the decomposition \(I=P_++P_-\), every \(N\times N\) matrix \(A\) can be written as \(A=\left[\begin{smallmatrix} A_{11} & A_{12}\\ A_{21} & A_{22}\end{smallmatrix}\right]\). Define \({\mathcal F}\equiv\{A: A_{22}\) is invertible\}. Define Potapov-Ginzburg transformation \(\Gamma (\cdot)\) on \({\mathcal F}\) by \(\Gamma(A)\equiv \left[\begin{smallmatrix} A_{11} & A_{12}\\ 0 & I_-\end{smallmatrix}\right] \cdot\left[\begin{smallmatrix} I_+ & 0\\ A_{21} & A_{22} \end{smallmatrix}\right]^{-1}\). Also, define a map \(\Phi (A,B)\) for a pair \(A\) and \(B\) in \({\mathcal F}\) with \(A+B\) in \({\mathcal F}\) by \(\Phi(A,B)\equiv\Gamma(\frac 12 \{\Gamma(A)+\Gamma(B)\})\). Finally, define a map \(\Psi(A,B)\) for \(A\) and \(B\) in \({\mathcal F}\) with invertible \(I_--A_{21}B_{12}\) by \(\Psi(A,B)\equiv \Gamma(\Gamma (A) \cdot\Gamma(B))\). The main result of the paper is: Theorem. In order a set \({\mathcal V}\) of matrices is of the form \({\mathcal S}_H\) it is necessary and sufficient that \({\mathcal V}\) satisfies the following conditions (I)--(VII). (I) \({\mathcal V}\) is an open set and the identity matrix \(I\) belongs to its closure \({\mathcal V}\). (II) \({\mathcal V}\) is multiplicative, that is, if \(A,B\in {\mathcal V}\), then \(AB\in{\mathcal V}\). (III) \({\mathcal V}\) is circled, that is, if \(A\in{\mathcal V}\), and \(| c|=1\), then \(cA\in{\mathcal V}\). (IV) \({\mathcal V}\subset{\mathcal F}\) and \(\Gamma({\mathcal V})\) is a bounded set. (V-a) \(\left[\begin{smallmatrix} A_{11} & A_{12}\\ A_{21} & A_{22}\end{smallmatrix} \right]\in {\mathcal V}\), \(| c|=1 \Rightarrow \left[\begin{smallmatrix} cA_{11} & A_{12}\\ A_{21} & cA_{22} \end{smallmatrix} \right]\in {\mathcal V}\). (V-b) \({\mathcal V}\) is invariant for the map \(\Phi\); i.e., \(A,B\in {\mathcal V}\), \(A+B\in{\mathcal F}\Rightarrow\Phi (A,B)\in{\mathcal V}\). (V-c) \({\mathcal V}\) is invariant for the map \(\Psi\); i.e., \(A,B\in{\mathcal V}\) with invertible \(I_--A_{21}B_{12}\Rightarrow \Psi(a,B)\in{\mathcal V}\). (VI) \({\mathcal V}\) is maximal, with respect to set inclusion, in the class of sets which satisfy the conditions (I)--(V). (VII) Let \({\mathcal G}\) be the set of invertible elements in the semi-group \({\mathcal V}\) with unit element \(I\). Then the range of the map \(\Phi(A,B)\) for \(A,B\in{\mathcal G}\) with \(A+B\in {\mathcal F}\) is dense in \({\mathcal V}\).
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    Stein solution
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    matrix inequality
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    indefinite inner product
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    \(H\)-contraction
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    Potapov-Ginzburg transform
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    Hermitian matrix
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