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Spectral abscissa

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In mathematics, the spectral abscissa of a matrix or a bounded linear operator is the greatest real part of the matrix's spectrum (its set of eigenvalues).[1] It is sometimes denoted α ( A ) {\displaystyle \alpha (A)} {\displaystyle \alpha (A)}. As a transformation α : M n R {\displaystyle \alpha :\mathrm {M} ^{n}\rightarrow \mathbb {R} } {\displaystyle \alpha :\mathrm {M} ^{n}\rightarrow \mathbb {R} }, the spectral abscissa maps a square matrix onto its largest real eigenvalue.[2]

Matrices

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Let λ1, ..., λs be the (real or complex) eigenvalues of a matrix ACn ×ばつ n. Then its spectral abscissa is defined as:

α ( A ) = max i { Re ( λ i ) } {\displaystyle \alpha (A)=\max _{i}\{\operatorname {Re} (\lambda _{i})\},円} {\displaystyle \alpha (A)=\max _{i}\{\operatorname {Re} (\lambda _{i})\},円}

In stability theory, a continuous system represented by matrix A {\displaystyle A} {\displaystyle A} is said to be stable if all real parts of its eigenvalues are negative, i.e. α ( A ) < 0 {\displaystyle \alpha (A)<0} {\displaystyle \alpha (A)<0}.[3] Analogously, in control theory, the solution to the differential equation x ˙ = A x {\displaystyle {\dot {x}}=Ax} {\displaystyle {\dot {x}}=Ax} is stable under the same condition α ( A ) < 0 {\displaystyle \alpha (A)<0} {\displaystyle \alpha (A)<0}.[2]

See also

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References

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  1. ^ Deutsch, Emeric (1975). "The Spectral Abscissa of Partitioned Matrices" (PDF). Journal of Mathematical Analysis and Applications. 50: 66–73. doi:10.1016/0022-247X(75)90038-4 – via CORE.
  2. ^ a b Burke, J. V.; Lewis, A. S.; Overton, M. L. (2000). "Optimizing matrix stability" (PDF). Proceedings of the American Mathematical Society. 129 (3): 1635–1642. doi:10.1090/S0002-9939-00-05985-2.
  3. ^ Burke, James V.; Overton, Micheal L. (1994). "Differential properties of the spectral abscissa and the spectral radius for analytic matrix-valued mappings" (PDF). Nonlinear Analysis, Theory, Methods & Applications. 23 (4): 467–488. doi:10.1016/0362-546X(94)90090-6 – via Pergamon.
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