DYNAMIC-SYSTEMS THAT SORT LISTS, DIAGONALIZE MATRICES, AND SOLVE LINEAR-PROGRAMMING PROBLEMS

被引:301
作者
BROCKETT, RW
机构
[1] Division of Applied Sciences Harvard University Cambridge
基金
美国国家科学基金会;
关键词
D O I
10.1016/0024-3795(91)90021-N
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We establish a number of properties associated with the dynamical system H = [H, [H, N]], where H and N are symmetric n by n matrices and [A, B] = AB - BA. The most important important of these come from the fact that this equation is equivalent to a certain gradient flow on the space of orthogonal matrices. We are especially interested in the role of this equation as an analog computer. For example, we show how to map the data associated with a linear programming problem into H(0) and N in such a way as to have H = ]H]H, N[[ evolve to a solution of the linear programming problem. This result can be applied to find systems which solve a variety of generic combinatorial optimization problems, and it even provides an algorithm for diagonalizing symmetric matrices.
引用
收藏
页码:79 / 91
页数:13
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