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A Hill-Pick matrix criteria for the Lyapunov order

Functional Analysis 2021-11-18 v1

Abstract

The Lyapunov order appeared in the study of Nevanlinna-Pick interpolation for positive real odd functions with general (real) matrix points. For real or complex matrices AA and BB it is said that BB Lyapunov dominates AA if \begin{equation*} H=H^*,\quad HA+A^*H \geq 0 \quad \implies \quad HB+B^*H \geq 0. \end{equation*} (In case AA and BB are real we usually restrict to real Hermitian matrices HH, i.e., symmetric HH.) Hence BB Lyapunov dominates AA if all Lyapunov solutions of AA are also Lyapunov solutions of BB. In this chapter we restrict to the case that appears in the study of Nevanlinna-Pick interpolation, namely where BB is in the bicommutant of AA and where AA is Lyapunov regular, meaning the eigenvalues λj\lambda_j of AA satisfy λi+λj0,i,j=1,,n. \lambda_i + \overline{\lambda}_j \ne 0, \quad i,j=1,\ldots,n. In this case we provide a matrix criteria for Lyapunov dominance of AA by BB. The result relies on a class of *-linear maps for which positivity and complete positivity coincide and a representation of *-linear matrix maps going back to work of R.D. Hill. The matrix criteria asks that a certain matrix, which we call the Hill-Pick matrix, be positive semidefinite.

Keywords

Cite

@article{arxiv.2111.08979,
  title  = {A Hill-Pick matrix criteria for the Lyapunov order},
  author = {Sanne ter Horst and Alma van der Merwe},
  journal= {arXiv preprint arXiv:2111.08979},
  year   = {2021}
}