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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 2, Pages 195–198 (Mi zvmmf695)

On the real stability radius of a normal matrix

Kh. D. Ikramov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia

Abstract: A well-known formula expresses the real stability radius of a real $n$-by-$n$ matrix $A$ as the minimax of a certain function of two parameters: a complex parameter $\lambda$, which varies along the boundary of the stability region, and a real parameter $\gamma$, which varies on the interval $(0,1]$. It is shown that, for a normal matrix $A$ with a known spectrum $\sigma(A)=\{\lambda_1,\dots,\lambda_n\}$, the maximization with respect to $\gamma$ can be replaced by a finite computation involving the eigenvalues $\{\lambda_1,\dots,\lambda_n\}$.

Key words: region of stability, real stability radius, normal matrix, singular values.

UDC: 519.614

Received: 16.04.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:2, 185–188

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