Title
Diagonalization of Time Varying Symmetric Matrices
Abstract
We consider the task of diagonalizing symmetric time varying matrices A(t). Based on the dynamic inversion technique developed by Getz and Marsden, a differential equation is proposed, whose solutions asymptotically track the diagonalizing transformation. In particular, one does not need to perfectly match the initial conditions, as the solutions converge exponentially towards the desired transformation. Thus, the proposed method is robust under perturbations.
Year
DOI
Venue
2002
10.1007/3-540-47789-6_44
International Conference on Computational Science (3)
Keywords
Field
DocType
symmetric time,differential equation,diagonalizing transformation,solutions converge exponentially,dynamic inversion technique,initial condition,varying symmetric matrices,symmetric matrices
Differential equation,Mathematical optimization,Matrix (mathematics),Inversion (meteorology),Symmetric matrix,Initial value problem,Perturbation (astronomy),Mathematics,Exponential growth
Conference
Volume
ISSN
ISBN
2331
0302-9743
3-540-43594-8
Citations 
PageRank 
References 
2
0.47
3
Authors
2
Name
Order
Citations
PageRank
Markus Baumann1111.96
Uwe Helmke233742.53