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 -stable matrix problem: given an LMI region and a matrix , find the nearest matrix to whose eigenvalues belong to . 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