Characterizing matrices with eigenvalues in an LMI region: A dissipative-Hamiltonian approach

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Abstract: In this paper, we provide a dissipative Hamiltonian (DH) characterization for the set of matrices whose eigenvalues belong to a given LMI region. This characterization is a generalization of that of Choudhary et al. (Numer. Linear Algebra Appl., 2020) to any LMI region. It can be used in various contexts, which we illustrate on the nearest Omega-stable matrix problem: given an LMI region OmegasubseteqmathbbC and a matrix AinmathbbCn,n, find the nearest matrix to A whose eigenvalues belong to Omega. Finally, we generalize our characterization to more general regions that can be expressed using LMIs involving complex matrices.














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