English

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

Optimization and Control 2025-01-10 v1 Numerical Analysis Numerical Analysis

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 Ω\Omega-stable matrix problem: given an LMI region ΩC\Omega \subseteq \mathbb{C} and a matrix ACn,nA \in \mathbb{C}^{n,n}, find the nearest matrix to AA whose eigenvalues belong to Ω\Omega. Finally, we generalize our characterization to more general regions that can be expressed using LMIs involving complex matrices.

Keywords

Cite

@article{arxiv.2210.07326,
  title  = {Characterizing matrices with eigenvalues in an LMI region: A dissipative-Hamiltonian approach},
  author = {Neelam Choudhary and Nicolas Gillis and Punit Sharma},
  journal= {arXiv preprint arXiv:2210.07326},
  year   = {2025}
}

Comments

15 pages, 2 figures

R2 v1 2026-06-28T03:35:34.419Z