Controllability Gramian 2026-10-14
For and the constant matrices over the real numbers in the Kalman rank criterion, the finite-time Controllability Gramian accumulates the influence of all command times. Its column space equals that of the controllability matrix, and is a symmetric positive-definite matrix exactly when the controllability matrix has rank of a matrix . If so, put . Among square-integrable functions steering to at , the commandminimizes , with value . Here in a matrix superscript denotes transpose. This cost is a squared input norm, not necessarily physical energy, and the optimizing command need not satisfy an amplitude bound. [ref]
https://ee263.stanford.edu/archive/contr.pdf. Stephen Boyd, EE263: Controllability and state transfer, slides 18–29 to 18–30
For the double integrator, , so direct integration givesFor a rest-to-rest distance , and the minimum squared input norm is . Compare the two constant commands in the double integrator example, whose cost is : both attain the target, but the smooth command costs less. At , , however, peaks at , so it violates while the two constant commands remain admissible. Controllability, optimal control, and constrained reachability in control theory answer different questions.
Consider the original small Poisson equation exampleIts exact solution is the quadratic polynomial . Use a uniform mesh with and three interior unknowns . The finite difference method replaces the negative second derivative byMultiplying by and moving the prescribed Dirichlet boundary conditions to the right givesThe endpoint values contribute and to the first and last equations; they are not additional unknowns. The Thomas algorithm givesand back substitution yieldsAll three values equal exactly: the centered finite difference for the second derivative is exact on a quadratic polynomial. This special nodal exactness does not assert exactness for arbitrary forcing or for the piecewise-linear curve joining the nodes.
Exact quadratic Dirichlet Poisson solution and the three interior values recovered by tridiagonal elimination
. Details. For any interior points with , the scaled tridiagonal matrix has and . Its pivot elements are : start at and use . All are positive. Interior rows have equality in diagonal dominance, so strict diagonal dominance is not the reason this example works. Instead it is a symmetric positive-definite matrix, since for a real vector with ,Zero would force every neighbouring value equal and hence all values zero. This connects the boundary constraints directly to the safe pivots for tridiagonal elimination.
Past exam of the mathematics course of the University of Cambridge 2001 ib Paper 2 14E a Solution Created 2026-09-24 Updated 2026-09-24
Safe pivots for tridiagonal elimination 2026-10-14
The displayed Thomas algorithm requires every modified pivot element to be nonzero in exact arithmetic. Nonzero original diagonal entries alone are insufficient: later pivot elements can vanish after elimination. Two useful sufficient contexts are a real symmetric positive-definite matrix, and strict diagonal dominance by rows:For the symmetric positive-definite matrix case, elimination leaves positive-definite remaining blocks by the Schur complement, so each . Equivalently, the initial principal minors are positive, and with .
For strict diagonal dominance, a short induction shows . The first row gives . Assuming the preceding bound, the triangle inequality givesIn particular . These are structural guarantees against a zero pivot element, not universal bounds on forward error in floating-point arithmetic. A poorly conditioned linear system can still amplify roundoff error; numerical stability and the condition number must be distinguished.
