Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati (Q1301274)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1331728
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati |
scientific article; zbMATH DE number 1331728 |
Statements
Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati (English)
0 references
15 June 2000
0 references
Given a nonsingular Hermitian matrix \(H\), the set of matrices \(A\) such that \(HA+A*H\) is positive definite forms a convex cone containing the inverse of each of its members. Related convex invertible cones of twice the matrix dimension are used to study the Sylvester, Lyapunov, and Riccati equations in a parallel way.
0 references
Sylvester equation
0 references
Lyapunov equation
0 references
Riccati equation
0 references
convex invertible cone
0 references
matrix sign function
0 references
0 references
0 references
0 references
0.92360926
0 references
0.89488256
0 references
0.8891909
0 references
0.88901603
0 references
0.8859426
0 references
0.8816861
0 references
0.88020986
0 references
0.87771726
0 references
0.8758196
0 references
