Spectral properties of the matrix \(C^{-1} B\) with positive definite \(C\) and Hermitian \(B\) as well as applications (Q2634345)
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English | Spectral properties of the matrix \(C^{-1} B\) with positive definite \(C\) and Hermitian \(B\) as well as applications |
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Spectral properties of the matrix \(C^{-1} B\) with positive definite \(C\) and Hermitian \(B\) as well as applications (English)
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9 February 2016
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The author investigates the spectral properties of the matrix \(C^{-1}B\) and those of the family of matrices \(C^{-1+x} B C^{-x}\), \(x \in \mathbb R\). In this context, new two-sided estimates on the eigenvalues of \(C^{-1}B\) by norms of \(C^{-1+x} B C^{-x}\) are obtained. The numerical experiments confirm the theoretical results obtained.
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real and imaginary parts of eigenvalues
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squared moduli of eigenvalues
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two-sided estimates
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weighted norm
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dynamical system
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state-space description
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numerical experiment
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