Solution of the matrix eigenvalue problem \(VA+A^{*}V=\mu V\) with applications to the study of free linear dynamical systems (Q2469617)
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English | Solution of the matrix eigenvalue problem \(VA+A^{*}V=\mu V\) with applications to the study of free linear dynamical systems |
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Solution of the matrix eigenvalue problem \(VA+A^{*}V=\mu V\) with applications to the study of free linear dynamical systems (English)
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6 February 2008
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The author studies the solution of the matrix eigenvalue problem \(WA+BW=\lambda W\) for general square matrices \(B\) and \(A\). The eigenvalues \(\lambda\) are given by \(\lambda= \beta + \alpha\), where \(\beta\) are the eigenvalues of \(B\) and \(\alpha\) are the eigenvalues of \(A\). Then the special case \(B = A^*\) is considered in the form \(VA+A^*V=\mu V\) with application to the study of free linear dynamical systems. Computational tests results for a multi-mass vibration chain are given to justify the theoretical results discussed.
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matrix eigenvalue problem
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algebraic Lyapunov equation, linear dynamical system, decoupling and filter effect of weighted semi-norms
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stability
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two sided bound depending on the initial conditions
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differential calculus of norms
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numerical examples
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