Diagonalization of Time Varying Symmetric Matrices

  • Authors:
  • Markus Baumann;Uwe Helmke

  • Affiliations:
  • -;-

  • Venue:
  • ICCS '02 Proceedings of the International Conference on Computational Science-Part III
  • Year:
  • 2002
  • Continuation of eigendecompositions

    Future Generation Computer Systems - Selected papers on theoretical and computational aspects of structural dynamical systems in linear algebra and control

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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.