Constructive solution of the common invariant cone problem

Fuente: arXiv
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Main Authors: Mejstrik, Thomas, Protasov, Vladimiar Yu.
Format: Preprint
Published: 2025
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_version_ 1866915270413516800
author Mejstrik, Thomas
Protasov, Vladimiar Yu.
author_facet Mejstrik, Thomas
Protasov, Vladimiar Yu.
contents Sets of $d\times d$ matrices sharing a common invariant cone enjoy special properties, which are widely used in applications. However, finding this cone or even proving its existence/non-existence is hard. This problem is known to be algorithmically undecidable for general sets of matrices. We show that it can nevertheless be efficiently solved in practice. An algorithm that for a given finite set of matrices, either finds a common invariant cone or proves its non-existence is presented. Numerical results demonstrate that it works for a vast majority of matrix sets. The structure and properties of the minimal and maximal invariant cones are analyzed. Applications to dynamical systems and combinatorics are considered.
format Preprint
id arxiv_https___arxiv_org_abs_2505_01229
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Constructive solution of the common invariant cone problem
Mejstrik, Thomas
Protasov, Vladimiar Yu.
Numerical Analysis
15B48, 52B05
Sets of $d\times d$ matrices sharing a common invariant cone enjoy special properties, which are widely used in applications. However, finding this cone or even proving its existence/non-existence is hard. This problem is known to be algorithmically undecidable for general sets of matrices. We show that it can nevertheless be efficiently solved in practice. An algorithm that for a given finite set of matrices, either finds a common invariant cone or proves its non-existence is presented. Numerical results demonstrate that it works for a vast majority of matrix sets. The structure and properties of the minimal and maximal invariant cones are analyzed. Applications to dynamical systems and combinatorics are considered.
title Constructive solution of the common invariant cone problem
topic Numerical Analysis
15B48, 52B05
url https://arxiv.org/abs/2505.01229