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Exercise 687Topology › Topology of Mn(ℝ) › ConnectednessL2Added 7 Nov 2026

Hurwitz (stable) matrices form a connected set

#Hurwitz matrices#stability#eigenvalues#linear deformation

Statement

A matrix A∈Mn(R)A\in M_n(\mathbb{R}) is *Hurwitz* if every eigenvalue λ∈C\lambda\in\mathbb{C} of AA satisfies Re⁡λ<0\operatorname{Re}\lambda<0. Show that the set of Hurwitz matrices is path connected.

Hint

Deform AA linearly towards −I-I. What are the eigenvalues of (1−t)A−tI(1-t)A-tI?

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Solution

Idea. The set is star-shaped about −I-I.

Step 1: eigenvalues of the deformation. For t∈[0,1]t\in[0,1] let At=(1−t)A−tIA_t=(1-t)A-tI. If Av=λvAv=\lambda v with v∈Cn∖{0}v\in\mathbb{C}^n\setminus\{0\}, then
Atv=((1−t)λ−t)v,A_tv=\big((1-t)\lambda-t\big)v,
so (1−t)λ−t(1-t)\lambda-t is an eigenvalue of AtA_t. Conversely every eigenvalue of AtA_t has this form: for t<1t<1, A=11−t(At+tI)A=\frac1{1-t}(A_t+tI) so the eigenvalues of AA are μ+t1−t\frac{\mu+t}{1-t} for μ∈Spec⁡(At)\mu\in\operatorname{Spec}(A_t), i.e. μ=(1−t)λ−t\mu=(1-t)\lambda-t. For t=1t=1, A1=−IA_1=-I with unique eigenvalue −1-1.

Step 2: stability is preserved. For t∈[0,1)t\in[0,1),
Re⁡((1−t)λ−t)=(1−t)Re⁡λ−t<0\operatorname{Re}\big((1-t)\lambda-t\big)=(1-t)\operatorname{Re}\lambda-t<0
since 1−t>01-t>0, Re⁡λ<0\operatorname{Re}\lambda<0 and t≥0t\ge0. For t=1t=1 the eigenvalue is −1<0-1<0. So AtA_t is Hurwitz for all t∈[0,1]t\in[0,1].

Step 3: conclusion. t↦Att\mapsto A_t is a continuous (affine) path in the set of Hurwitz matrices from AA to −I-I. Every Hurwitz matrix is joined to −I-I, 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 −I-I but not convex in general for n≥2n\ge2. A convex combination of two Hurwitz matrices need not be Hurwitz, a well-known fact in control theory.