An inertia theorem for Lyapunov's equation and the dimension of a controllability space (Q1361768)

For an \(n\times n\) complex matrix \(A\), let \(\pi(A)\), \(\nu(A)\), and \(\delta(A)\) denote the number of eigenvalues of \(A\) (counted with multiplicities) having positive, negative, and zero real parts, respectively. Assume that the equation \(AH+HA^*=K\) is satisfied, where \(H\) is Hermitian and \(K\) is positive semidefinite. It is proved that \[ \bigl| \pi(A)-\pi(H) \bigr| \leq n-\ell, \quad\bigl| \nu(A)- \nu(H)\bigr| \leq n-\ell, \] where \(\ell\) is the dimension of the row space of the \(n\times n^2\) matrix \([K AK A^2K \cdots A^{n-1}K]\), a result conjectured by Lerer and Rodman. Assuming in addition that \(\delta(A)=0\), a stronger inequality is proved: \[ \bigl|\pi (A)-\pi (H)\bigr| +\bigl| \nu(A)- \nu(H) \bigr|\leq n-\ell. \]