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We consider the problem of synthesizing optimal linear feedback policies subject to arbitrary convex constraints on the feedback matrix. This is known to be a hard problem in the usual formulations ($\Htwo,\Hinf,\LQR$) and previous works…
Several new formulas are developed that enable the evaluation of a family of definite integrals containing the product of two Whittaker W-functions. The integration is performed with respect to the second index, and the first index is…
For enumerative problems, i.e. computable functions f from N to Z, we define the notion of an effective (or closed) formula. It is an algorithm computing f(n) in the number of steps that is polynomial in the combined size of the input n and…
We show that, under certain circumstances, it is possible to automatically compute Jacobian-inverse-vector and Jacobian-inverse-transpose-vector products about as efficiently as Jacobian-vector and Jacobian-transpose-vector products. The…
We study the top Lyapunov exponents of random products of positive $2 \times 2$ matrices and obtain an efficient algorithm for its computation. As in the earlier work of Pollicott, the algorithm is based on the Fredholm theory of…
We consider certain scalar product of symmetric functions which is parameterized by a function $r$ and an integer $n$. One the one hand we have a fermionic representation of this scalar product. On the other hand we get a representation of…
This paper investigates first-order variable metric backward forward dynamical systems associated with monotone inclusion and convex minimization problems in real Hilbert space. The operators are chosen so that the backward-forward…
This study presents the derivation of a recursive formula for integrals of products of $N$ Hermite polynomials, establishing a numerically stable scheme for their accurate evaluation in computer codes. The derivation is notably simple and…
By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…
We show that for the product of two fixed point free conjugacy classes, the average number of cycles is always very similar. Specifically, our main result is that for a randomly chosen pair of fixed point free permutations of cycle types…
In the current work, the author present a symbolic algorithm for finding the determinant of any general nonsingular cyclic heptadiagonal matrices and inverse of anti-cyclic heptadiagonal matrices. The algorithms are mainly based on the work…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
We study the following optimization problem over a dynamical system that consists of several linear subsystems: Given a finite set of $n\times n$ matrices and an $n$-dimensional vector, find a sequence of $K$ matrices, each chosen from the…
An adequate characterization of the dynamics of Hamiltonian systems at physically relevant scales has been largely lacking. Here we investigate this fundamental problem and we show that the finite-scale Hamiltonian dynamics is governed by…
The irreducible tensor operators and their tensor products employing Racah algebra are studied. Transformation procedure of the coordinate system operators act on are introduced. The rotation matrices and their parametrization by the…
The aim of this manuscript is to understand the dynamics of products of nonnegative matrices. We extend a well known consequence of the Perron-Frobenius theorem on the periodic points of a nonnegative matrix to products of finitely many…
Finding the inverse of a matrix is an open problem especially when it comes to engineering problems due to their complexity and running time (cost) of matrix inversion algorithms. An optimum strategy to invert a matrix is, first, to reduce…
The vertex set of the kth cartesian power of a directed cycle of length m can be naturally identified with the set of k-tuples of integers modulo m. For any two vertices v and w of this graph, it is easy to see that if there is a…
We examine the number of cycles of length k in a permutation, as a function on the symmetric group. We write it explicitly as a combination of characters of irreducible representations. This allows to study formation of long cycles in the…
Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…