Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati (Q1301274)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati |
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Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati (English)
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15 June 2000
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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.
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Sylvester equation
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Lyapunov equation
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Riccati equation
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convex invertible cone
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matrix sign function
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