A characterization of convex cones of matrices with constant regular inertia

DOI10.1016/S0024-3795(00)00126-9MaRDI QIDQ1590643zbMATH OpenOpenAlexWikidataFDO

Authors Nir Cohen, Izchak Lewkowicz

Publication date 19 July 2001

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0024-3795(00)00126-9

zbMATH Keywords

convex coneextreme point methodHermitian matrixLyapunov equationregular inertia

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Positive matrices and their generalizations; cones of matrices (15B48) Hermitian, skew-Hermitian, and related matrices (15B57)

Review text

A necessary and sufficient condition is found for a convex cone of complex \(n\times n\) matrices to contain matrices with constant regular inertia. This condition is of the form \(\text{Re} (x^*HAx)>0\) for every non-zero vector \(x\) and a Hermitian matrix. The procedure uses the extreme point method and is based on a version of the Lyapunov equation. The work is an extension of a previous paper of the authors [ibid. 250, 105-131 (1997; Zbl 0871.15012)].

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Cites work

• A local Lyapunov theorem and the stability of sums
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• Checking robust nonsingularity is NP-hard
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• Convex combinations of matrices-nonsingularity and schur stability characterizations
• Convex invertible cones and the Lyapunov equation
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Cited in

(9)

• Convex invertible cones of state space systems.
• Convex invertible sets and matrix sign function
• A pair of matrices sharing common Lyapunov solutions--A closer look
• On the stability of a convex set of matrices
• Convex Sets of Hermitian Matrices with Constant Inertia
• Theorems of the Alternative for Cones and Lyapunov Regularity of Matrices
• Matrix monotonicity and concavity of the principal pivot transform
• On common invariant cones for families of matrices
• Convex invertible cones and positive real analytic functions

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