Eigenvalue perturbation theory of symplectic,orthogonal, and unitary matrices under generic structured rank one perturbations

We study the perturbation theory of structured matrices under structured rank one perturbations, with emphasis on matrices that are unitary, orthogonal, or symplectic with respect to an indefinite inner product. The rank one perturbations are not necessarily of arbitrary small size (in the sense of norm). In the case of sesquilinear forms, results on selfadjoint matrices can be applied to unitary matrices by using the Cayley transformation, but in the case of real or complex symmetric or skew-symmetric bilinear forms additional considerations are necessary. For complex symplectic matrices, it turns out that generically (with respect to the perturbations) the behavior of the Jordan form of the perturbed matrix follows the pattern established earlier for unstructured matrices and their unstructured perturbations, provided the specific properties of the Jordan form of complex symplectic matrices are accounted for. For instance, the number of Jordan blocks of fixed odd size corresponding to the eigenvalue 1 or ?1 have to be even. For complex orthogonal matrices, it is shown that the behavior of the Jordan structures corresponding to the original eigenvalues that are not moved by perturbations follows again the pattern established earlier for unstructured matrices, taking into account the specifics of Jordan forms of complex orthogonal matrices. The proofs are based on general results developed in the paper concerning Jordan forms of structured matrices (which include in particular the classes of orthogonal and symplectic matrices) under structured rank one perturbations. These results are presented and proved in the framework of real as well as of complex matrices.     

Realizations of perturbations of an observable pair with prescribed indices

It is well known that, when a full rank observable pair (C,A) is slightly perturbed, the new observability indices k′ are majorized by the initial ones k, k?k′. Conversely, any indices k′ majorized by k can be obtained by perturbing (C,A). The aim of this paper is the explicit construction of perturbations of (C,A) which have the desired indices k′ by means of a sequence of uniparametrical versal perturbations. Even more, using versal deformations we refine this construction in such a way that the perturbation has the maximum possible number of zeros and no parameters in the square part.     

Bitangential structured interpolation theory

In this paper we present a generalization of the classical bitangential Nevanlinna-Pick theory in which one bounds not the norm of the interpolating functions but their structured singular value This work was motivated by some problems arising in robust control of systems with structured uncertainty. This approach is based on the commutant lifting theory of Sz.-Nagy and Foias (1968) and extends previous work of Bercovici, Foias and Tannenbaum (1990) on structured matrix Nevanlinna-Pick interpolation.This work was supported in part by grants from the National Science Foundation DMS-8811084, ECS-9122106, by the Air Force Office of Scientific Research F49620-94-1-0058DEF and by the Army Research Office DAAL03-91-G-0019, DAAH04-93-G-0332.     

Eigenvalue perturbation theory of structured real matrices and their sign characteristics under generic structured rank-one perturbations

An eigenvalue perturbation theory under rank-one perturbations is developed for classes of real matrices that are symmetric with respect to a non-degenerate bilinear form, or Hamiltonian with respect to a non-degenerate skew-symmetric form. In contrast to the case of complex matrices, the sign characteristic is a crucial feature of matrices in these classes. The behaviour of the sign characteristic under generic rank-one perturbations is analyzed in each of these two classes of matrices. Partial results are presented, but some questions remain open. Applications include boundedness and robust boundedness for solutions of structured systems of linear differential equations with respect to general perturbations as well as with respect to structured rank perturbations of the coefficients.     

A quantization of conjugacy classes of matrices

We construct a generator system of the annihilator of the generalized Verma module of gl(n,C) induced from any character of any parabolic subalgebra as an analogue of minors and elementary divisors. The generator system has a quantization parameter ε and it generates the defining ideal of the conjugacy class of square matrices at the classical limit ε=0.     

Perturbation theory of selfadjoint matrices and sign characteristics under generic structured rank one perturbations

For selfadjoint matrices in an indefinite inner product, possible canonical forms are identified that arise when the matrix is subjected to a selfadjoint generic rank one perturbation. Genericity is understood in the sense of algebraic geometry. Special attention is paid to the perturbation behavior of the sign characteristic. Typically, under such a perturbation, for every given eigenvalue, the largest Jordan block of the eigenvalue is destroyed and (in case the eigenvalue is real) all other Jordan blocks keep their sign characteristic. The new eigenvalues, i.e. those eigenvalues of the perturbed matrix that are not eigenvalues of the original matrix, are typically simple, and in some cases information is provided about their sign characteristic (if the new eigenvalue is real). The main results are proved by using the well known canonical forms of selfadjoint matrices in an indefinite inner product, a version of the Brunovsky canonical form and on general results concerning rank one perturbations obtained.     

The perturbation classes problem in Fredholm theory

We give a negative answer to the perturbation classes problem: the perturbation class of the upper semi-Fredholm operators contains properly the strictly singular operators, and the perturbation class of the lower semi-Fredholm operators contains properly the strictly cosingular operators.     

Exact controllability of infinite dimensional systems persists under small perturbations

This paper studies the concept of controllability for infinite-dimensional linear control systems in Banach spaces. First, we prove that the set of admissible control operators for the semigroup generator is unchanged if we perturb the generator by the Desch–Schappacher perturbations. Second we show that exact controllability is not changed by such perturbations.     

Eigenvalue computation for unitary rank structured matrices

In this paper we describe how to compute the eigenvalues of a unitary rank structured matrix in two steps. First we perform a reduction of the given matrix into Hessenberg form, next we compute the eigenvalues of this resulting Hessenberg matrix via an implicit QR-algorithm. Along the way, we explain how the knowledge of a certain ‘shift’ correction term to the structure can be used to speed up the QR-algorithm for unitary Hessenberg matrices, and how this observation was implicitly used in a paper due to William B. Gragg. We also treat an analogue of this observation in the Hermitian tridiagonal case.     

Finite rank perturbations of contractions

We study finite rank perturbations of contractions of classC_.0 with finite defect indices. The completely nonunitary part of such a perturbation is also of classC_.0, while the unitary part is singular. When the defect indices of the original contraction are not equal, it can be shown that almost always (with respect to a suitable measure) the perturbation has no unitary part.     

The ‘window problem’ for series of complex exponentials

Under a suitable sparsity condition on the exponents Λ=(λ_k=τ_k+iσ_k), it is shown that the individual terms can be obtained from observation of the L² function through the ‘window’ t∈[0, δ]—with an l² estimate (uniform for such Λ) asymptotically as t, δ→0. Some applications are given to control theory for partial differential equations.     

On rank invariance of generalized Schwarz-Pick-Potapov block matrices of matrix-valued Carathéodory functions

In view of a multiple Nevanlinna-Pick interpolation problem, we study the rank of generalized Schwarz-Pick-Potapov block matrices of matrix-valued Carathéodory functions. Those matrices are determined by the values of a Carathéodory function and the values of its derivatives up to a certain order. We derive statements on rank invariance of such generalized Schwarz-Pick-Potapov block matrices. These results are applied to describe the case of exactly one solution for the finite multiple Nevanlinna-Pick interpolation problem and to discuss matrix-valued Carathéodory functions with the highest degree of degeneracy.     

Mean matrices and infinite divisibility

We consider matrices M with entries m_ij = m(λ_i, λ_j) where λ₁, … ,λ_n are positive numbers and m is a binary mean dominated by the geometric mean, and matrices W with entries w_ij = 1/m (λ_i, λ_j) where m is a binary mean that dominates the geometric mean. We show that these matrices are infinitely divisible for several much-studied classes of means.     

Polar actions on compact rank one symmetric spaces are taut

We prove that the orbits of a polar action of a compact Lie group on a compact rank one symmetric space are tautly embedded with respect to Z ₂-coefficients.The second author was supported in part by FAPESP and CNPq.     

Control sets and their boundaries under parameter variation

Control sets, i.e., maximal sets of approximate controllability, are described for systems with parameter-dependent control range. If the so-called inner-pair condition is satisfied, it is known that generically they change continuously under parameter variation while mergers of control sets produce discontinuous transitions. The inner-pair condition is proved for a class of control-affine systems on . Furthermore, continuity results for exit and entrance boundaries of control sets are given both for one control set that changes continuously and for two merging control sets. The results are illustrated by means of the controlled escape equation.     

The generalized Levinger transformation

In this paper, we present new results relating the numerical range of a matrix A with the generalized Levinger transformation L(A,α,β)=αH_A+βS_A, where H_A and S_A, are, respectively the Hermitian and skew-Hermitian parts of A. Using these results, we then derive expressions for eigenvalues and eigenvectors of the perturbed matrix A+L(E,α,β), for a fixed matrix E and α, β are real parameters.     

Scott Brown's techniques for perturbations of decomposable operators

Using Scott Brown's techniques, J. Eschmeier and B. Prunaru showed that if T is the restriction of a decomposable (or S-decomposable) operator B to an invariant subspace such that (T) is dominating in C/S for some closed set S, then T has an invariant subspace. In the present paper we prove various invariant subspace theorems by weakening the decomposability condition on B and strengthening the thickness condition on (T).The research is supported by a grant from the Institute for Studies in Theoretical Physics and Mathematics (IRAN).     

positivity in time dependent linear transport theory

We present methods using positive semigroups and perturbation theory in the application to the linear Boltzmann equation. Besides being a review, this paper also presents generalizations of known results and develops known methods in a more abstract setting.In Section 1 we present spectral properties of the semigroup operatorsW _a(t) of the absorption semigroup and its generatorT _a. In Section 2 we treat the full semigroup (W(t);t0) as a perturbation of the absorption semigroup. We discuss part of the problems (perturbation arguments and existence of eigenvalues) which have to be solved in order to obtain statements about the large time behaviour ofW(·). In Section 3 we discuss irreducibility ofW(·).In four appendices we present abstract methods used in Sections 1, 2 and 3.