论文信息 - Eigenvalue bounds for algebraic Riccati and Lyapunov equations

Eigenvalue bounds for algebraic Riccati and Lyapunov equations

The majorization result of Wimmer [2] relating the eigenvalues of the matrices involved in the Lyapunov equation is extended to the algebraic Riccati equation. This result, coupled with certain results on the eigenvalue bounds for sum and product of matrices, yields several lower and upper bounds for the eigenvalues of the solution matrix of the algebraic Riccati and Lyapunov equations.

V. Karanam | V. Karanam

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