On the real stability radius of a normal matrix
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 2, pp. 195-198
Voir la notice de l'article provenant de la source Math-Net.Ru
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 $\{\lambda_1,\dots,\lambda_n\}$.
@article{ZVMMF_2005_45_2_a0,
author = {Kh. D. Ikramov},
title = {On the real stability radius of a~normal matrix},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {195--198},
publisher = {mathdoc},
volume = {45},
number = {2},
year = {2005},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_2_a0/}
}
Kh. D. Ikramov. On the real stability radius of a normal matrix. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 2, pp. 195-198. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_2_a0/