Joint Spectral Radius
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Joint Spectral Radius
In mathematics, the joint spectral radius is a generalization of the classical notion of spectral radius of a matrix, to sets of matrices. In recent years this notion has found applications in a large number of engineering fields and is still a topic of active research. General description The joint spectral radius of a set of matrices is the maximal asymptotic growth rate of products of matrices taken in that set. For a finite (or more generally compact) set of matrices \mathcal M=\ \subset \mathbb R^, the joint spectral radius is defined as follows: : \rho (\mathcal M)= \lim_\max. \, It can be proved that the limit exists and that the quantity actually does not depend on the chosen matrix norm (this is true for any norm but particularly easy to see if the norm is sub-multiplicative). The joint spectral radius was introduced in 1960 by Gian-Carlo Rota and Gilbert Strang, two mathematicians from MIT, but started attracting attention with the work of Ingrid Daubechies and J ...
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Spectral Radius
In mathematics, the spectral radius of a square matrix is the maximum of the absolute values of its eigenvalues. More generally, the spectral radius of a bounded linear operator is the supremum of the absolute values of the elements of its spectrum. The spectral radius is often denoted by . Definition Matrices Let be the eigenvalues of a matrix . The spectral radius of is defined as :\rho(A) = \max \left \. The spectral radius can be thought of as an infimum of all norms of a matrix. Indeed, on the one hand, \rho(A) \leqslant \, A\, for every natural matrix norm \, \cdot\, ; and on the other hand, Gelfand's formula states that \rho(A) = \lim_ \, A^k\, ^ . Both of these results are shown below. However, the spectral radius does not necessarily satisfy \, A\mathbf\, \leqslant \rho(A) \, \mathbf\, for arbitrary vectors \mathbf \in \mathbb^n . To see why, let r > 1 be arbitrary and consider the matrix : C_r = \begin 0 & r^ \\ r & 0 \end . The characteristic polynomial ...
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Semidefinite Programming
Semidefinite programming (SDP) is a subfield of convex optimization concerned with the optimization of a linear objective function (a user-specified function that the user wants to minimize or maximize) over the intersection of the cone of positive semidefinite matrices with an affine space, i.e., a spectrahedron. Semidefinite programming is a relatively new field of optimization which is of growing interest for several reasons. Many practical problems in operations research and combinatorial optimization can be modeled or approximated as semidefinite programming problems. In automatic control theory, SDPs are used in the context of linear matrix inequalities. SDPs are in fact a special case of cone programming and can be efficiently solved by interior point methods. All linear programs and (convex) quadratic programs can be expressed as SDPs, and via hierarchies of SDPs the solutions of polynomial optimization problems can be approximated. Semidefinite programming has been u ...
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Combinatorics On Words
Combinatorics on words is a fairly new field of mathematics, branching from combinatorics, which focuses on the study of words and formal languages. The subject looks at letters or symbols, and the sequences they form. Combinatorics on words affects various areas of mathematical study, including algebra and computer science. There have been a wide range of contributions to the field. Some of the first work was on square-free words by Axel Thue in the early 1900s. He and colleagues observed patterns within words and tried to explain them. As time went on, combinatorics on words became useful in the study of algorithms and coding. It led to developments in abstract algebra and answering open questions. Definition Combinatorics is an area of discrete mathematics. Discrete mathematics is the study of countable structures. These objects have a definite beginning and end. The study of enumerable objects is the opposite of disciplines such as analysis, where calculus and inf ...
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Autonomous Agent
An autonomous agent is an intelligent agent operating on a user's behalf but without any interference of that user. An intelligent agent, however appears according to an IBM white paper as: Intelligent agents are software entities that carry out some set of operations on behalf of a user or another program with some degree of independence or autonomy, and in so doing, employ some knowledge or representation of the user's goals or desires. Such an agent is a system situated in, and part of, a technical or natural environment, which senses any or some status of that environment, and acts on it in pursuit of its own agenda. Such an agenda evolves from drives (or programmed goals). The agent acts to change part of the environment or of its status and influences what it sensed. Non-biological examples include intelligent agents, autonomous robots, and various software agents, including artificial life agents, and many computer viruses. Biological examples are not yet defined. A ...
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Lyapunov Stability
Various types of stability may be discussed for the solutions of differential equations or difference equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. This may be discussed by the theory of Aleksandr Lyapunov. In simple terms, if the solutions that start out near an equilibrium point x_e stay near x_e forever, then x_e is Lyapunov stable. More strongly, if x_e is Lyapunov stable and all solutions that start out near x_e converge to x_e, then x_e is asymptotically stable. The notion of exponential stability guarantees a minimal rate of decay, i.e., an estimate of how quickly the solutions converge. The idea of Lyapunov stability can be extended to infinite-dimensional manifolds, where it is known as structural stability, which concerns the behavior of different but "nearby" solutions to differential equations. Input-to-state stability (ISS) applies Lyapunov notions to systems with inpu ...
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Dynamical System
In mathematics, a dynamical system is a system in which a function describes the time dependence of a point in an ambient space. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water in a pipe, the random motion of particles in the air, and the number of fish each springtime in a lake. The most general definition unifies several concepts in mathematics such as ordinary differential equations and ergodic theory by allowing different choices of the space and how time is measured. Time can be measured by integers, by real or complex numbers or can be a more general algebraic object, losing the memory of its physical origin, and the space may be a manifold or simply a set, without the need of a smooth space-time structure defined on it. At any given time, a dynamical system has a state representing a point in an appropriate state space. This state is often given by a tuple of real numbers or by a vector in a geometric ...
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Binary Matrix
A logical matrix, binary matrix, relation matrix, Boolean matrix, or (0, 1) matrix is a matrix with entries from the Boolean domain Such a matrix can be used to represent a binary relation between a pair of finite sets. Matrix representation of a relation If ''R'' is a binary relation between the finite indexed sets ''X'' and ''Y'' (so ), then ''R'' can be represented by the logical matrix ''M'' whose row and column indices index the elements of ''X'' and ''Y'', respectively, such that the entries of ''M'' are defined by :M_ = \begin 1 & (x_i, y_j) \in R, \\ 0 & (x_i, y_j) \not\in R. \end In order to designate the row and column numbers of the matrix, the sets ''X'' and ''Y'' are indexed with positive integers: ''i'' ranges from 1 to the cardinality (size) of ''X'', and ''j'' ranges from 1 to the cardinality of ''Y''. See the entry on indexed sets for more detail. Example The binary relation ''R'' on the set is defined so that ''aRb'' holds if and only if ''a' ...
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Advances In Mathematics
''Advances in Mathematics'' is a peer-reviewed scientific journal covering research on pure mathematics. It was established in 1961 by Gian-Carlo Rota. The journal publishes 18 issues each year, in three volumes. At the origin, the journal aimed at publishing articles addressed to a broader "mathematical community", and not only to mathematicians in the author's field. Herbert Busemann writes, in the preface of the first issue, "The need for expository articles addressing either all mathematicians or only those in somewhat related fields has long been felt, but little has been done outside of the USSR. The serial publication ''Advances in Mathematics'' was created in response to this demand." Abstracting and indexing The journal is abstracted and indexed in:Abstracting and Indexing
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Conic Optimization
Conic optimization is a subfield of convex optimization that studies problems consisting of minimizing a convex function over the intersection of an affine subspace and a convex cone. The class of conic optimization problems includes some of the most well known classes of convex optimization problems, namely linear and semidefinite programming. Definition Given a real vector space ''X'', a convex, real-valued function :f:C \to \mathbb R defined on a convex cone C \subset X, and an affine subspace \mathcal defined by a set of affine constraints h_i(x) = 0 \ , a conic optimization problem is to find the point x in C \cap \mathcal for which the number f(x) is smallest. Examples of C include the positive orthant \mathbb_+^n = \left\ , positive semidefinite matrices \mathbb^n_, and the second-order cone \left \ . Often f \ is a linear function, in which case the conic optimization problem reduces to a linear program, a semidefinite program, and a second order cone program, ...
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Polynomial SOS
In mathematics, a form (i.e. a homogeneous polynomial) ''h''(''x'') of degree 2''m'' in the real ''n''-dimensional vector ''x'' is sum of squares of forms (SOS) if and only if there exist forms g_1(x),\ldots,g_k(x) of degree ''m'' such that h(x) = \sum_^k g_i(x)^2 . Every form that is SOS is also a positive polynomial, and although the converse is not always true, Hilbert proved that for ''n'' = 2, 2''m'' = 2 or ''n'' = 3 and 2''m'' = 4 a form is SOS if and only if it is positive. The same is also valid for the analog problem on positive ''symmetric'' forms. Although not every form can be represented as SOS, explicit sufficient conditions for a form to be SOS have been found. Moreover, every real nonnegative form can be approximated as closely as desired (in the l_1-norm of its coefficient vector) by a sequence of forms \ that are SOS. Square matricial representation (SMR) To establish whether a form is SOS amounts to solving a convex optimization problem. Indeed, any can ...
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Undecidable Problem
In computability theory and computational complexity theory, an undecidable problem is a decision problem for which it is proved to be impossible to construct an algorithm that always leads to a correct yes-or-no answer. The halting problem is an example: it can be proven that there is no algorithm that correctly determines whether arbitrary programs eventually halt when run. Background A decision problem is any arbitrary yes-or-no question on an infinite set of inputs. Because of this, it is traditional to define the decision problem equivalently as the set of inputs for which the problem returns ''yes''. These inputs can be natural numbers, but also other values of some other kind, such as strings of a formal language. Using some encoding, such as a Gödel numbering, the strings can be encoded as natural numbers. Thus, a decision problem informally phrased in terms of a formal language is also equivalent to a set of natural numbers. To keep the formal definition simple, it is ...
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Matrix Norm
In mathematics, a matrix norm is a vector norm in a vector space whose elements (vectors) are matrices (of given dimensions). Preliminaries Given a field K of either real or complex numbers, let K^ be the -vector space of matrices with m rows and n columns and entries in the field K. A matrix norm is a norm on K^. This article will always write such norms with double vertical bars (like so: \, A\, ). Thus, the matrix norm is a function \, \cdot\, : K^ \to \R that must satisfy the following properties: For all scalars \alpha \in K and matrices A, B \in K^, *\, A\, \ge 0 (''positive-valued'') *\, A\, = 0 \iff A=0_ (''definite'') *\left\, \alpha A\right\, =\left, \alpha\ \left\, A\right\, (''absolutely homogeneous'') *\, A+B\, \le \, A\, +\, B\, (''sub-additive'' or satisfying the ''triangle inequality'') The only feature distinguishing matrices from rearranged vectors is multiplication. Matrix norms are particularly useful if they are also sub-multiplicative: *\le ...
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