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Characterizing matrices with eigenvalues in an LMI region: A dissipative-Hamiltonian approach (2210.07326v1)
Published 13 Oct 2022 in math.OC, cs.NA, and math.NA
Abstract: In this paper, we provide a dissipative Hamiltonian (DH) characterization for the set of matrices whose eigenvalues belong to a given LMI region. This characterization is a generalization of that of Choudhary et al. (Numer. Linear Algebra Appl., 2020) to any LMI region. It can be used in various contexts, which we illustrate on the nearest $\Omega$-stable matrix problem: given an LMI region $\Omega \subseteq \mathbb{C}$ and a matrix $A \in \mathbb{C}{n,n}$, find the nearest matrix to $A$ whose eigenvalues belong to $\Omega$. Finally, we generalize our characterization to more general regions that can be expressed using LMIs involving complex matrices.