Titelaufnahme

Titel
Variational analysis of the spectral abscissa at a ,atrix with a nongeneric multiple eigenvalue / Sara Grundel, Michael Overton
VerfasserGrundel, Sara ; Overton, Michael L.
KörperschaftMax-Planck-Institut für Dynamik Komplexer Technischer Systeme
ErschienenMagdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, October 18, 2012
Umfang1 Online-Ressource (26 Seiten = 0,25 MB)
SpracheEnglisch
SerieMax Planck Institute Magdeburg Preprints ; 12-18
URNurn:nbn:de:gbv:3:2-64093 
Zugriffsbeschränkung
 Das Dokument ist frei verfügbar
Dateien
Variational analysis of the spectral abscissa at a ,atrix with a nongeneric multiple eigenvalue [0.25 mb]
Links
Nachweis
Klassifikation
Keywords
Abstract: The spectral abscissa is a fundamental map from the set of complex matrices to the real numbers. Denoted $\alpha$ and defined as the maximum of the real parts of the eigenvalues of a matrix $X$ it has many applications in stability analysis of dynamical systems. The function $\alpha$ is nonconvex and is non-Lipschitz near matrices with multiple eigenvalues. Variational analysis of this function was presented in \cite{BurOveMatrix} including a complete characterization of its regular subgradients and necessary conditions which must be satisfied by all its subgradients. A complete characterization of all subgradients of $\alpha$ at a matrix $X$ was also given for the case that all active eigenvalues of $X$ (those whose real part equals $\alpha(X)$) are nonderogatory (their geometric multiplicity is one) and also for the case that they are all nondefective (their geometric multiplicity equals their algebraic multiplicity). However necessary and sufficient conditions for all subgradients in all cases remain unknown. In this paper we present necessary and sufficient conditions for the simplest example of a matrix $X$ with a derogatory defective multiple eigenvalue.