Optimizing matrix stability

Citation
Jv. Burke et al., Optimizing matrix stability, P AM MATH S, 129(6), 2001, pp. 1635-1642
Citations number
5
Categorie Soggetti
Mathematics
Journal title
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
ISSN journal
00029939 → ACNP
Volume
129
Issue
6
Year of publication
2001
Pages
1635 - 1642
Database
ISI
SICI code
0002-9939(2001)129:6<1635:OMS>2.0.ZU;2-C
Abstract
Given an affine subspace of square matrices, we consider the problem of min imizing the spectral abscissa (the largest real part of an eigenvalue). We give an example whose optimal solution has Jordan form consisting of a sing le Jordan block, and we show, using nonlipschitz variational analysis, that this behaviour persists under arbitrary small perturbations to the example . Thus although matrices with nontrivial Jordan structure are rare in the s pace of all matrices, they appear naturally in spectral abscissa minimizati on.