Stability of symmetrizable interval matrices

MaRDI QIDQ1578292zbMATH OpenFDO

Authors Joanna Kowynia

Publication date 20 March 2001

Published in Bulletin of the Polish Academy of Sciences. Technical Sciences (Search for Journal in Brave)

zbMATH Keywords

Hurwitz stability interval matrix positive definite matrix Schur stability stability symmetrization

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Interval and finite arithmetic (65G30)

Review text

A square matrix \(A\) is called symmetrizable if \(MA=A^TM\) for a positive definite matrix \(M\). The author first studies interval matrices \(A^I=[\underline A,\overline A]\) where both \(\underline A\) and \(\overline A\) are symmetrizable by a diagonal matrix \(M\) with positive diagonal entries. Following \textit{J. Rohn} [SIAM J. Matrix Anal. Appl. 15, No. 1, 175-184 (1994; Zbl 0796.65065)] it is shown that checking the Hurwitz stability of such an interval matrix can be done by checking the stability of a finite subset of matrices contained therein. Second, \(A^I\) is called \(M\)-Hurwitz (\(M\)-Schur) stable if each \(A\in A^I\) symmetrizable by \(M\) is Hurwitz (Schur) stable. It is shown that \(A^I\) is \(M\)-Hurwitz stable if and only if the interval matrix \(M^{1/2}A^I(M^{1/2})^{-1}\) is Hurwitz stable, and a similar characterization is proved for the \(M\)-Schur stability as well.

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