Fast stability tests for Hermitian matrix polynomials

Abstract

Assessing the asymptotic stability of linear self-adjoint homogeneous systems of differential-algebraic equations requires testing the Hurwitz stability of the associated Hermitian matrix polynomial $P(\lambda)$. Tests for known necessary and sufficient conditions rely on linearizations and eigensolvers, solving matrix equations and testing matrix inequalities, or generalized B\'ezoutians, and scale with either $O(d^2 n^3)$ or $O(d^3n^3)$ complexity, where $d$ and $n$ are the degree and size of $P(\lambda)$, respectively. We establish several novel sufficient conditions for stability, based on the numerical range of $P(\lambda)$. Based on the new results, we propose algorithms with $O(d n^3)$ asymptotic complexity. Our methods rely on very efficient core numerical linear algebra routines, such as the Cholesky decomposition of $n \times n$ matrices or the computation of the largest eigenvalue of $n \times n$ definite pencils. Therefore, a significant computational advantage can be expected in favor of the proposed approach even for moderate values of $d$ or $n$, and we verify this with numerical experiments.