On the properties of accretive-dissipative matrices (Q2388192)
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English | On the properties of accretive-dissipative matrices |
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On the properties of accretive-dissipative matrices (English)
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8 September 2005
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The properties of a class of special matrices that can be compared with numbers in the first quadrant of the complex plane are examined. The so-called Toeplitz decomposition of a complex \(n \times n\) matrix \(A\) is used: \text {\(A=B+iC\)}, where \(B=B^*\) and \(C=C^*\). The matrix \(A\) is called strictly accretive if \(B\) is a positive-definite matrix and \(A\) is called strictly dissipative if its imaginary part \(C\) is a positive-definite matrix. It is illustrated that many properties of strictly accretive-dissipative matrices, i. e., which satisfy conditions \(B>0\) and \(C>0\), are natural extensions of the corresponding properties of positive-definite matrices. These matrices possess remarkable properties with respect to Gaussian elimination, very similar to those of ordinary positive-definite matrices. A list of the studied properties includes entries, submatrices, field of values, eigenvalues and singular values of these matrices.
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accretive matrix
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dissipative matrix
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accretive-dissipative matrices
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Gaussian elimination
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growth factor
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Toeplitz decomposition
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Schur product
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positive-definite matrices
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field of values
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eigenvalues
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singular values
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