Continued-fraction solution of matrix equation \(AX-XB=C\) (Q584345)
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English | Continued-fraction solution of matrix equation \(AX-XB=C\) |
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Continued-fraction solution of matrix equation \(AX-XB=C\) (English)
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1989
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The matrix equation \(AX-XB=C\) has been much studied. Assuming that f(\(\lambda)\), g(\(\lambda)\) are coprime polynomials satisfying \(f(A)C=Cg(B)=0,\) the author derives another finite series solution. The new twist is that this solution involves the convergents to the finite continued fraction expansion \(g(\lambda)/f(\lambda)=g_ 0(\lambda)+\frac{1}{e_ 1(\lambda)}+\frac{1}{e_ 2(\lambda)}+...+\frac{1}{e_ r(\lambda)}.\) It is shown that these convergents are also of interest in other related contexts. For example, when \(g_ 0(\lambda)\) is a nonzero constant and the \(e_ i(\lambda)\) have degree 1, they have determinantal expressions akin to Hurwitz determinants. Again, in the case \(A=-B^*\) they intervene in a neat formula for the Lyapunov function.
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Routh-Hurwitz theorem
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matrix equation
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finite series solution
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finite continued fraction expansion
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Hurwitz determinants
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Lyapunov function
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