A lower bound for the product of eigenvalues of solutions to matrix equations (Q847267): Difference between revisions

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Latest revision as of 10:44, 2 July 2024

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A lower bound for the product of eigenvalues of solutions to matrix equations
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    A lower bound for the product of eigenvalues of solutions to matrix equations (English)
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    12 February 2010
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    The authors consider the matrix equations \(A^TXB+B^TX^TA=C\) and \(A^TXB+B^TXA=C\) where \(A,B,C\) are \(n\times n\) real known matrices and \(X\) is an \(n\times n\) real unknown matrix. In both the cases the authors assume that \(C\) is positive definite. In addition to this, in the second case it is also assumed that \(X\) is symmetric. If the equations are consistent, the authors show that \[ \det (C)\leq 2^n\det (X)\det (A)\det (B). \] In case \(A,B\) are stability matrices, a lower bound for the product of eigenvalues of \(X\) is obtained.
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    matrix equation
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    eigenvalue
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    positive definite matrix
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    symmetric matrix
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    determinant inequality
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    lower bound for the product of eigenvalues
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