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Hurwitz matrix : ウィキペディア英語版
Hurwitz matrix
In mathematics, a Hurwitz matrix, or Routh-Hurwitz matrix, in engineering stability matrix, is a structured real square matrix constructed with coefficients
of a real polynomial.
==Hurwitz matrix and the Hurwitz stability criterion==
Namely, given a real polynomial
:p(z)=a_z^n+a_z^+\cdots+a_z+a_n
the n\times n square matrix
:
H=
\begin
a_1 & a_3 & a_5 & \dots & \dots & \dots & 0 & 0 & 0 \\
a_0 & a_2 & a_4 & & & & \vdots & \vdots & \vdots \\
0 & a_1 & a_3 & & & & \vdots & \vdots & \vdots \\
\vdots & a_0 & a_2 & \ddots & & & 0 & \vdots & \vdots \\
\vdots & 0 & a_1 & & \ddots & & a_n & \vdots & \vdots \\
\vdots & \vdots & a_0 & & & \ddots & a_ & 0 & \vdots \\
\vdots & \vdots & 0 & & & & a_ & a_n & \vdots \\
\vdots & \vdots & \vdots & & & & a_ & a_ & 0 \\
0 & 0 & 0 & \dots & \dots & \dots & a_ & a_ & a_n
\end.

is called Hurwitz matrix corresponding to the polynomial p. It was established by Adolf Hurwitz in 1895 that a real polynomial is stable
(that is, all its roots have strictly negative real part) if and only if all the leading principal minors of the matrix H(p) are positive:
:
\begin
\Delta_1(p) &= \begin a_ \end &&=a_ > 0 \\()
\Delta_2(p) &= \begin
a_ & a_ \\
a_ & a_ \\
\end &&= a_2 a_1 - a_0 a_3 > 0\\()
\Delta_3(p) &= \begin
a_ & a_ & a_ \\
a_ & a_ & a_ \\
0 & a_ & a_ \\
\end &&= a_3 \Delta_2 - a_1 (a_1 a_4 - a_0 a_5 ) > 0
\end

and so on. The minors \Delta_k(p) are called the Hurwitz determinants.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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