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Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case

โœ Scribed by Thilo Penzl

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
122 KB
Volume
40
Category
Article
ISSN
0167-6911

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โœฆ Synopsis

We present two new bounds for the eigenvalues of the solutions to a class of continuous-and discrete-time Lyapunov equations. These bounds hold for Lyapunov equations with symmetric coe cient matrices and right-hand side matrices of low rank. They re ect the fast decay of the nonincreasingly ordered eigenvalues of the solution matrix.

๐Ÿ“œ SIMILAR VOLUMES

Upper and lower matrix bounds of the sol
Upper and lower matrix bounds of the solutions for the continuous and discrete Lyapunov equations
โœ Chien-Hua Lee; Fan-Chu Kung ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 291 KB

This paper proposes new two-sided matrix bounds of the solution for the continuous and discrete algebraic matrix Lyapunov equations. The coefficient matrix of the Lyapunov equation is assumed to be diayonalizable. The present matrix bounds can give a supplement to those results reported in the liter