Dynamical systems for eigenvalue problems of axisymmetric matrices with positive eigenvalues

Abstract

We consider the eigenvalues and eigenvectors of an axisymmetric matrix$A$ with some special structures. We propose S-Oja-Brockett equation $\frac{dX}{dt}=AXB-XB{X}^{T}SAX,$ where $X(t)\in {\mathbb{R}}^{n\times m}$ with $m\le n$, $S$ is a positive definite symmetric solution of the Sylvester equation $A^{T}S=SA$ and $B$ is a real positive definite diagonal matrix whose diagonal elements are distinct each other, and show the S-Oja-Brockett equation has the global convergence to eigenvalues and its eigenvectors of $A$.

23 pages, 19 figures