Closed form solutions for a class of LMIs

Abstract

An exact solution for a special class of cone-preserving linear matrix inequalities (LMIs) is developed. By using a generalized version of the classical Perron-Frobenius theorem, the optimal value is shown to be equal to the spectral radius of an associated linear operator. This allows for a much more efficient computation of the optimal solution, using for instance power iteration-type algorithms. This particular LMI class appears in the computation of upper bounds for some generalizations of the structured singular value /spl mu/ (spherical /spl mu/). Examples and comparisons with previous techniques are provided.