Related papers: Riccati Diagonalization of Hermitian Matrices
This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…
Interpolation of data on non-Euclidean spaces is an active research area fostered by its numerous applications. This work considers the Hermite interpolation problem: finding a sufficiently smooth manifold curve that interpolates a…
In this paper we prove that there exists an asymptotical diagonalization algorithm for a class of sparse Hermitian (or real symmetric) matrices if and only if the matrices become Hessenberg matrices after some permutation of rows and…
A generalization of the notion of a (pseudo-) Riemannian space is proposed in a framework of noncommutative geometry. In particular, there are parametrized families of generalized Riemannian spaces which are deformations of classical…
These notes develop aspects of perturbation theory of matrices related to so-called diagonalisation schemes. Primary focus is on constructive tools to derive asymptotic expansions for small/large parameters of eigenvalues and…
We propose a geometrical approach to the investigation of Hamiltonian systems on (Pseudo) Riemannian manifolds. A new geometrical criterion of instability and chaos is proposed. This approach is more generic than well known reduction to the…
For any real diagonalizable matrix with complex eigenvalues we provide a real, coordinate free decomposition with a clear geometric interpretation.
Riemannian geometry provides the fundamental framework for optimization on nonlinear spaces such as matrix manifolds, which arise in machine learning, signal processing, and robotics. While the underlying theory is classical, existing…
We introduce holomorphic Riemannian maps between almost Hermitian manifolds as a generalization of holomorphic submanifolds and holomorphic submersions, give examples and obtain a geometric characterization of harmonic holomorphic…
We propose a new numerical domain decomposition method for solving elliptic equations on compact Riemannian manifolds. One advantage of this method is its ability to bypass the need for global triangulations or grids on the manifolds.…
Matrix geometric means between two positive definite matrices can be defined from distinct perspectives - as solutions to certain nonlinear systems of equations, as points along geodesics in Riemannian geometry, and as solutions to certain…
A novel formulation of the Lie-Darboux method of obtaining the Riccati equations for the spatial curves in Euclidean three-dimensional space is presented. It leads to two Riccati equations that differ by the sign of torsion. The case of…
Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…
In this paper we present a numerical scheme for the resolution of matrix Riccati equation, usualy used in control problems. The scheme is unconditionnaly stable and the solution is definite positive at each time step of the resolution. We…
In this paper we study the Dirichlet problem for a class of Hessian type equation with its structure as a combination of elementary symmetric functions on Hermitian manifolds. Under some conditions with the initial data on manifolds and…
We study the problem of diagonalization of the metric of 3-dimensional Lorentzian manifold. Applying the technique of moving frames, we prove that every smooth Lorentzian 3-manifold admits an atlas in which the metric assumes a diagonal…
The Riccati equation method is used to establish new oscillation criteria for linear matrix Hamiltonian systems. New approaches allow to extend and completed a result, obtained by S. Kumary and S. Umamaheswaram. The oscillation problem for…
The control algebraic Riccati equation is studied for a class of systems with unbounded control and observation operators. Using a dichotomy property of the associated Hamiltonian operator matrix, two invariant graph subspaces are…
In this paper we describe various applications of the Riemann-Hilbert method to the theory of orthogonal polynomials on the line and on the circle.