Spectral Abscissa
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Spectral Abscissa
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). It is sometimes denoted \alpha(A). As a transformation \alpha: \Mu^n \rightarrow \Reals , the spectral abscissa maps a square matrix onto its largest real eigenvalue. Matrices Let λ1, ..., λ''s'' be the (real or complex) eigenvalues of a matrix ''A'' ∈ C''n'' × ''n''. Then its spectral abscissa is defined as: :\alpha(A) = \max_i\ \, In stability theory, a continuous system represented by matrix A is said to be stable if all real parts of its eigenvalues are negative, i.e. \alpha(A)<0. Analogously, in , the solution to the differential equation \dot=Ax is stable under the same condition \alpha(A)<0.


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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
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Matrix (mathematics)
In mathematics, a matrix (plural matrices) is a rectangular array or table of numbers, symbols, or expressions, arranged in rows and columns, which is used to represent a mathematical object or a property of such an object. For example, \begin1 & 9 & -13 \\20 & 5 & -6 \end is a matrix with two rows and three columns. This is often referred to as a "two by three matrix", a "-matrix", or a matrix of dimension . Without further specifications, matrices represent linear maps, and allow explicit computations in linear algebra. Therefore, the study of matrices is a large part of linear algebra, and most properties and operations of abstract linear algebra can be expressed in terms of matrices. For example, matrix multiplication represents composition of linear maps. Not all matrices are related to linear algebra. This is, in particular, the case in graph theory, of incidence matrices, and adjacency matrices. ''This article focuses on matrices related to linear algebra, and, unle ...
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Bounded Linear Operator
In functional analysis and operator theory, a bounded linear operator is a linear transformation L : X \to Y between topological vector spaces (TVSs) X and Y that maps bounded subsets of X to bounded subsets of Y. If X and Y are normed vector spaces (a special type of TVS), then L is bounded if and only if there exists some M > 0 such that for all x \in X, \, Lx\, _Y \leq M \, x\, _X. The smallest such M is called the operator norm of L and denoted by \, L\, . A bounded operator between normed spaces is continuous and vice versa. The concept of a bounded linear operator has been extended from normed spaces to all topological vector spaces. Outside of functional analysis, when a function f : X \to Y is called " bounded" then this usually means that its image f(X) is a bounded subset of its codomain. A linear map has this property if and only if it is identically 0. Consequently, in functional analysis, when a linear operator is called "bounded" then it is never meant in t ...
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Spectrum Of A Matrix
In mathematics, the spectrum of a matrix is the set of its eigenvalues. More generally, if T\colon V \to V is a linear operator on any finite-dimensional vector space, its spectrum is the set of scalars \lambda such that T-\lambda I is not invertible. The determinant of the matrix equals the product of its eigenvalues. Similarly, the trace of the matrix equals the sum of its eigenvalues. From this point of view, we can define the pseudo-determinant for a singular matrix to be the product of its nonzero eigenvalues (the density of multivariate normal distribution will need this quantity). In many applications, such as PageRank, one is interested in the dominant eigenvalue, i.e. that which is largest in absolute value. In other applications, the smallest eigenvalue is important, but in general, the whole spectrum provides valuable information about a matrix. Definition Let ''V'' be a finite-dimensional vector space over some field ''K'' and suppose ''T'' : ''V'' → ''V'' is a lin ...
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Real Number
In mathematics, a real number is a number that can be used to measure a ''continuous'' one-dimensional quantity such as a distance, duration or temperature. Here, ''continuous'' means that values can have arbitrarily small variations. Every real number can be almost uniquely represented by an infinite decimal expansion. The real numbers are fundamental in calculus (and more generally in all mathematics), in particular by their role in the classical definitions of limits, continuity and derivatives. The set of real numbers is denoted or \mathbb and is sometimes called "the reals". The adjective ''real'' in this context was introduced in the 17th century by René Descartes to distinguish real numbers, associated with physical reality, from imaginary numbers (such as the square roots of ), which seemed like a theoretical contrivance unrelated to physical reality. The real numbers include the rational numbers, such as the integer and the fraction . The rest of the real number ...
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Complex Number
In mathematics, a complex number is an element of a number system that extends the real numbers with a specific element denoted , called the imaginary unit and satisfying the equation i^= -1; every complex number can be expressed in the form a + bi, where and are real numbers. Because no real number satisfies the above equation, was called an imaginary number by René Descartes. For the complex number a+bi, is called the , and is called the . The set of complex numbers is denoted by either of the symbols \mathbb C or . Despite the historical nomenclature "imaginary", complex numbers are regarded in the mathematical sciences as just as "real" as the real numbers and are fundamental in many aspects of the scientific description of the natural world. Complex numbers allow solutions to all polynomial equations, even those that have no solutions in real numbers. More precisely, the fundamental theorem of algebra asserts that every non-constant polynomial equation with real or ...
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Stability Theory
In mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation, for example, is a stable partial differential equation because small perturbations of initial data lead to small variations in temperature at a later time as a result of the maximum principle. In partial differential equations one may measure the distances between functions using Lp norms or the sup norm, while in differential geometry one may measure the distance between spaces using the Gromov–Hausdorff distance. In dynamical systems, an orbit is called ''Lyapunov stable'' if the forward orbit of any point is in a small enough neighborhood or it stays in a small (but perhaps, larger) neighborhood. Various criteria have been developed to prove stability or instability of an orbit. Under favorable circumstances, the question may be reduced to a well-studied problem involvi ...
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Lyapunov Stability
Various types of stability may be discussed for the solutions of differential equations or difference equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. This may be discussed by the theory of Aleksandr Lyapunov. In simple terms, if the solutions that start out near an equilibrium point x_e stay near x_e forever, then x_e is Lyapunov stable. More strongly, if x_e is Lyapunov stable and all solutions that start out near x_e converge to x_e, then x_e is asymptotically stable. The notion of exponential stability guarantees a minimal rate of decay, i.e., an estimate of how quickly the solutions converge. The idea of Lyapunov stability can be extended to infinite-dimensional manifolds, where it is known as structural stability, which concerns the behavior of different but "nearby" solutions to differential equations. Input-to-state stability (ISS) applies Lyapunov notions to systems with inputs ...
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Control Theory
Control theory is a field of mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any ''delay'', ''overshoot'', or ''steady-state error'' and ensuring a level of control stability; often with the aim to achieve a degree of optimality. To do this, a controller with the requisite corrective behavior is required. This controller monitors the controlled process variable (PV), and compares it with the reference or set point (SP). The difference between actual and desired value of the process variable, called the ''error'' signal, or SP-PV error, is applied as feedback to generate a control action to bring the controlled process variable to the same value as the set point. Other aspects which are also studied are controllability and observability. Control theory is used in control system eng ...
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Spectral Radius
In mathematics, the spectral radius of a square matrix is the maximum of the absolute values of its eigenvalues. More generally, the spectral radius of a bounded linear operator is the supremum of the absolute values of the elements of its spectrum. The spectral radius is often denoted by . Definition Matrices Let be the eigenvalues of a matrix . The spectral radius of is defined as :\rho(A) = \max \left \. The spectral radius can be thought of as an infimum of all norms of a matrix. Indeed, on the one hand, \rho(A) \leqslant \, A\, for every natural matrix norm \, \cdot\, ; and on the other hand, Gelfand's formula states that \rho(A) = \lim_ \, A^k\, ^ . Both of these results are shown below. However, the spectral radius does not necessarily satisfy \, A\mathbf\, \leqslant \rho(A) \, \mathbf\, for arbitrary vectors \mathbf \in \mathbb^n . To see why, let r > 1 be arbitrary and consider the matrix : C_r = \begin 0 & r^ \\ r & 0 \end . The characteristic polynomial ...
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Spectral Theory
In mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix to a much broader theory of the structure of operators in a variety of mathematical spaces. It is a result of studies of linear algebra and the solutions of systems of linear equations and their generalizations. The theory is connected to that of analytic functions because the spectral properties of an operator are related to analytic functions of the spectral parameter. Mathematical background The name ''spectral theory'' was introduced by David Hilbert in his original formulation of Hilbert space theory, which was cast in terms of quadratic forms in infinitely many variables. The original spectral theorem was therefore conceived as a version of the theorem on principal axes of an ellipsoid, in an infinite-dimensional setting. The later discovery in quantum mechanics that spectral theory could explain features of atomic spectra was therefore ...
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