Eigenvalue decay bounds for solutions of
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Thilo Penzl
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Article
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2000
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Elsevier Science
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English
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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