Article ID Journal Published Year Pages File Type
752390 Systems & Control Letters 2013 7 Pages PDF
Abstract

We present a new matrix-valued isospectral ordinary differential equation that asymptotically block-diagonalizes n×nn×n zero-diagonal Jacobi matrices employed as its initial condition. This o.d.e. features a right-hand side with a nested commutator of matrices and structurally resembles the double-bracket o.d.e. studied by R.W. Brockett in 1991. We prove that its solutions converge asymptotically, that the limit is block-diagonal, and above all, that the limit matrix is defined uniquely as follows: for nn even, a block-diagonal matrix containing 2×22×2 blocks, such that the super-diagonal entries are sorted by strictly increasing absolute value. Furthermore, the off-diagonal entries in these 2×22×2 blocks have the same sign as the respective entries in the matrix employed as the initial condition. For nn odd, there is one additional 1×11×1 block containing a zero that is the top left entry of the limit matrix. The results presented here extend some early work of Kac and van Moerbeke.

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Physical Sciences and Engineering Engineering Control and Systems Engineering
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