Title:
|
Theorems of the alternative for cones and Lyapunov regularity of matrices (English) |
Author:
|
Cain, Bryan |
Author:
|
Hershkowitz, Daniel |
Author:
|
Schneider, Hans |
Language:
|
English |
Journal:
|
Czechoslovak Mathematical Journal |
ISSN:
|
0011-4642 (print) |
ISSN:
|
1572-9141 (online) |
Volume:
|
47 |
Issue:
|
3 |
Year:
|
1997 |
Pages:
|
487-499 |
Summary lang:
|
English |
. |
Category:
|
math |
. |
Summary:
|
Standard facts about separating linear functionals will be used to determine how two cones $C$ and $D$ and their duals $C^*$ and $D^*$ may overlap. When $T\:V\rightarrow W$ is linear and $K \subset V$ and $D\subset W$ are cones, these results will be applied to $C=T(K)$ and $D$, giving a unified treatment of several theorems of the alternate which explain when $C$ contains an interior point of $D$. The case when $V=W$ is the space $H$ of $n\times n$ Hermitian matrices, $D$ is the $n\times n$ positive semidefinite matrices, and $T(X) = AX + X^*A$ yields new and known results about the existence of block diagonal $X$’s satisfying the Lyapunov condition: $T(X)$ is an interior point of $D$. For the same $V$, $W$ and $D$, $ T(X)=X-B^*XB$ will be studied for certain cones $K$ of entry-wise nonnegative $X$’s. (English) |
MSC:
|
15A24 |
MSC:
|
15A48 |
MSC:
|
15A57 |
MSC:
|
46A40 |
MSC:
|
46N10 |
MSC:
|
52A05 |
MSC:
|
90C48 |
idZBL:
|
Zbl 0902.15011 |
idMR:
|
MR1461427 |
. |
Date available:
|
2009-09-24T10:07:37Z |
Last updated:
|
2020-07-03 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/127372 |
. |
Reference:
|
[1] G. P. Barker, A. Berman, and R. J. Plemmons: Positive diagonal solutions to the Lyapunov equations.Lin. Multilin. Alg. 5 (1978), 249–256. MR 0469939, 10.1080/03081087808817203 |
Reference:
|
[2] G. P. Barker, B. S. Tam, and Norbil Davila: A geometric Gordan-Stiemke theorem.Lin. Alg. Appl. 61 (1984), 83–89. MR 0755250, 10.1016/0024-3795(84)90023-5 |
Reference:
|
[3] A. Ben-Israel: Linear equations and inequalities on finite dimensional, real or complex, vector spaces: A unified theory.Math. Anal. Appl. 27 (1969), 367–389. Zbl 0174.31502, MR 0242865, 10.1016/0022-247X(69)90054-7 |
Reference:
|
[4] A. Berman: Cones, Matrices and Mathematical Programming.Lecture Notes in Economics and Mathematical Systems, Vol. 79, Springer-Verlag, 1973. Zbl 0256.90002, MR 0363463 |
Reference:
|
[5] A. Berman and A. Ben-Israel: More on linear inequalities with application to matrix theory.J. Math. Anal. Appl. 33 (1971), 482–496. MR 0279117, 10.1016/0022-247X(71)90072-2 |
Reference:
|
[6] A. Berman and R. C. Ward: ALPS: Classes of stable and semipositive matrices.Lin. Alg. Appl. 21 (1978), 163–174. MR 0480585, 10.1016/0024-3795(78)90040-X |
Reference:
|
[7] D. H. Carlson, D. Hershkowitz, and D. Shasha: Block diagonal semistability factors and Lyapunov semistability of block triangular matrices.Lin. Alg. Appl. 172 (1992), 1–25. MR 1168493, 10.1016/0024-3795(92)90015-3 |
Reference:
|
[8] D. H. Carlson and H. Schneider: Inertia theorems for matrices: the semidefinite case.J. Math. Anal. Appl. 6 (1963), 430–436. MR 0148678, 10.1016/0022-247X(63)90023-4 |
Reference:
|
[9] A. Ja. Dubovickii and A.A. Miljutin: Extremum problems with certain constraints.Soviet Math. 4 (1963), 759–762. MR 0162162 |
Reference:
|
[10] D. Gale: The theory of linear economic models.McGraw-Hill, 1960. MR 0115801 |
Reference:
|
[11] I.V. Girsanov: Lectures on Mathematical Theory of Extremum Problems [sic].Lecture Notes in Economics and Mathematical Systems, Vol. 67, Springer-Verlag, 1972. MR 0464021 |
Reference:
|
[12] D. Hershkowitz and H. Schneider: Semistability factors and semifactors.Contemp. Math. 47 (1985), 203–216. MR 0828302, 10.1090/conm/047/828302 |
Reference:
|
[13] J. L. Kelley, I. Namioka, et al.: Linear Topological Spaces.van Nostrand, 1963. MR 0166578 |
Reference:
|
[14] A. N. Lyapunov: Le problème général de la stabilité du mouvement.Ann. Math. Studies 17 (1949), Princeton University Press. |
Reference:
|
[15] H. Nikaido: Convex Structures and Economic Theory.Mathematics in Science and Engineering, Vol. 51, Academic, 1968. Zbl 0172.44502, MR 0277233 |
Reference:
|
[16] A. Ostrowski and H. Schneider: Some theorems on the inertia of general matrices.J. Math. Analysis and Appl. 4 (1962), 72–84. MR 0142555, 10.1016/0022-247X(62)90030-6 |
Reference:
|
[17] R. T. Rockafellar: Convex Analysis.Princeton University Press, 1970. Zbl 0193.18401, MR 0274683 |
Reference:
|
[18] B. D. Saunders and H. Schneider: Applications of the Gordan-Stiemke theorem in combinatorial matrix theory.SIAM Rev. 21 (1979), 528–541. MR 0545883, 10.1137/1021094 |
Reference:
|
[19] O. Taussky: Matrices $C$ with $C^n \rightarrow 0$.J. Alg. 1 (1964), 1–10. Zbl 0126.02802, MR 0161865 |
Reference:
|
[20] E. Zeidler: Nonlinear functional analysis and its applications III: Variational methods and optimation.Springer-Verlag, 1985. MR 0768749 |
. |