Hurwitz determinant
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In mathematics, Hurwitz determinants were introduced by Adolf Hurwitz (1895), who used them to give a criterion for all roots of a polynomial to have negative real part.
Definition
Consider a characteristic polynomial P in the variable λ of the form:
- [math]\displaystyle{ P(\lambda)= a_0 \lambda^n + a_1 \lambda^{n-1} + \cdots + a_{n-1} \lambda + a_n }[/math]
where [math]\displaystyle{ a_i }[/math], [math]\displaystyle{ i=0,1,\ldots,n }[/math], are real.
The square Hurwitz matrix associated to P is given below:
- [math]\displaystyle{ H= \begin{pmatrix} 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_{n-1} & 0 & \vdots \\ \vdots & \vdots & 0 & & & & a_{n-2} & a_n & \vdots \\ \vdots & \vdots & \vdots & & & & a_{n-3} & a_{n-1} & 0 \\ 0 & 0 & 0 & \dots & \dots & \dots & a_{n-4} & a_{n-2} & a_n \end{pmatrix}. }[/math]
The i-th Hurwitz determinant is the i-th leading principal minor (minor is a determinant) of the above Hurwitz matrix H. There are n Hurwitz determinants for a characteristic polynomial of degree n.
See also
References
- Hurwitz, A. (1895), "Ueber die Bedingungen, unter welchen eine Gleichung nur Wurzeln mit negativen reellen Theilen besitzt", Mathematische Annalen 46 (2): 273–284, doi:10.1007/BF01446812
- Wall, H. S. (1945), "Polynomials whose zeros have negative real parts", The American Mathematical Monthly 52 (6): 308–322, doi:10.1080/00029890.1945.11991574, ISSN 0002-9890
de:Hurwitzpolynom#Hurwitz-Kriterium
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