All Questions
Tagged with linear-algebra stability
9 questions
3
votes
0
answers
50
views
Stability of indefinitely damped mechanical system with diagonal stiffness
I'm trying to find conditions for the asymptotic stability of the following linear system,
\begin{equation}
\mathbf{I \ddot{x}} + \mathbf{B \dot{x}} + \mathbf{K x} = 0
\end{equation}
given the ...
2
votes
1
answer
40
views
Questions on the "generalized" min. singular value of $A$ given $B$: $\min_{L \in \mathbb{R}^{n \times m}} \{\|BL\|_F: \det(A + BL) = 0\}$
Let $A \in \mathbb{R}^{n \times n}$ be a matrix. Recall $\sigma_{\min}(A)$ is the Frobenius distance between $A$ and the set of singular matrices: $$\sigma_\min(A) = \min_{E \in \mathbb{R}^{n \times n}...
- 518
3
votes
0
answers
49
views
Which invertible linear maps preserve the set of Hurwitz stable matrices?
Let $V = M_n(\mathbb{R})$ be the set of all $n\times n$ matrices with real elements and $V_{-}$ be a subset of Hurwitz stable matrices, i.e. matrices such that all their eigenvalues have strictly ...
- 1,284
1
vote
0
answers
67
views
Stability of a continuous piecewise linear map
I am studying random perturbation of a system that is continuous and piecewise linear. More precisely: I am given a map $\Phi_1:\mathbb{R}^d\to \mathbb{R}^d$ such that
$$ \Phi_1(x) = \left\{\begin{...
- 562
1
vote
0
answers
152
views
Bound for Expectation of Singular Value
In my case, $X_{\boldsymbol{\delta}}\in\mathbb{R}^{d\times M}$ is a function of Rademacher variables $\boldsymbol{\delta}\in\{1,-1\}^M$ with $\delta_i$ independent uniform random variables taking
...
- 53
1
vote
1
answer
321
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Marginal stability of discrete linear time-invariant system
I have a question about marginal stability of a system:
\begin{equation}
\mathbf{x}[k] = \mathbf{A}\mathbf{x}[k-1]
\end{equation}
I would adapt the definition of marginal stability from this ...
- 135
3
votes
1
answer
176
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Is the convergence of $\dot{x}=2A(t)x$ faster than that of $\dot{x}=A(t)x$?
Let $x \in \mathbb{R}^{n}$ and $A(t) \in \mathbb{R}^{n\times n}$. If $\dot{x}=A(t)x$ and $\dot{x}=cA(t)x$ with $c>1$ are exponentially stable. Is the convergence rate of $x$ to zero of $\dot{x}=cA(...
- 33
3
votes
2
answers
1k
views
Properties of matrix exponential without using Jordan normal forms
There are some equivalent statements in the classical stability theory of linear homogeneous differential equations $ \dot{x} = Ax, x \in \mathbb{R}^n $ such as:
All eigenvalues of $A$ have negative ...
- 791
2
votes
0
answers
337
views
Showing positive stability of a matrix constructed from a positive matrix
A is a positive nonsingular matrix. Let $s>\rho(A)$. We want to show that $B\equiv\left(A^{T}A\right)^{-1}\left(sI-A^{T}\right)$ is a positive stable matrix, i.e., all eigenvalues of this matrix ...
- 21