Isospectral Steering

Abstract

We study the controllability of the differential Lyapunov equation under isospectral rotation of a linear gradient field. Specifically, control is effected by a symmetric time-varying gain-matrix constrained to have fixed eigenvalues; that is, by exclusively modulating the eigen-vectors of the state matrix and not its eigenvalues. Motivation for this problem stems from a certain type of control objectives (minimum shear/attention) aimed to reduce anisotropic deformation when ensembles are steered by a common law--optimality necessitates constancy of eigenvalues. In the paper we introduce and motivate this type of isospectral steering, and describe the reachable set of covariances for any specified terminal time and eigenvalues of the gain matrix. The theory we develop is intimately linked to multilinear algebra as well as to positive linear algebra and the Birkoff-von Neumann theorem for doubly stochastic matrices.