Spectral abscissa

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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).[1] It is sometimes denoted α(A). As a transformation α:Mn, the spectral abscissa maps a square matrix onto its largest real eigenvalue.[2]

Matrices

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Let λ1, ..., λs be the (real or complex) eigenvalues of a matrix ACn × n. Then its spectral abscissa is defined as:

α(A)=maxi{Re(λi)}

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. α(A)<0.[3] Analogously, in control theory, the solution to the differential equation x˙=Ax is stable under the same condition α(A)<0.[2]

See also

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References

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  2. ^ a b Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
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