Hurwitz (stable) matrices form a connected set
Statement
A matrix is *Hurwitz* if every eigenvalue of satisfies . Show that the set of Hurwitz matrices is path connected.
Hint
Deform linearly towards . What are the eigenvalues of ?
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Solution
Idea. The set is star-shaped about .
Step 1: eigenvalues of the deformation. For let . If with , then
so is an eigenvalue of . Conversely every eigenvalue of has this form: for , so the eigenvalues of are for , i.e. . For , with unique eigenvalue .
Step 2: stability is preserved. For ,
since , and . For the eigenvalue is . So is Hurwitz for all .
Step 3: conclusion. is a continuous (affine) path in the set of Hurwitz matrices from to . Every Hurwitz matrix is joined to , so the set is path connected.
Remark. The Hurwitz set is open (eigenvalues depend continuously on the matrix) and *convex?* No: it is star-shaped about but not convex in general for . A convex combination of two Hurwitz matrices need not be Hurwitz, a well-known fact in control theory.