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

DOI10.1016/S0024-3795(97)80002-XMaRDI QIDQ1361768zbMATH OpenFDO

Authors Raphael Loewy

Publication date 28 July 1997

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(97)80002-X

zbMATH Keywords

inertiaLyapunov equationmatrix equationsnumber of eigenvalues

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Controllability (93B05) Eigenvalue problems (93B60)

Review text

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: \[ \bigl|\pi (A)-\pi (H)\bigr| +\bigl| \nu(A)- \nu(H) \bigr|\leq n-\ell. \]

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Cites work

• A Generalization of a Theorem of Lyapunov
• A Generalization of the Inertia Theorem
• Inertia theorems for matrices, controllability, and linear vibrations
• Inertia theorems for matrices: the semidefinite case
• On ranges of Lyapunov transformations
• Rank and inertia bounds for matrices under \(R (AH) \geq 0\)
• Some theorems on the inertia of general matrices

Cited in

(15)

• Some inertia theorems in Euclidean Jordan algebras
• Inertia theorems for pairs of matrices.
• Stability and inertia theorems for generalized Lyapunov equations
• Stability and inertia
• Inertia theorems based on operator Lyapunov equations
• Number of positive eigenvalues of the solution to the discrete Lyapunov matrix equation
• Convex cones of generalized positive rational functions and the Nevanlinna-Pick interpolation
• Inertia Theorems for Hilbert Space Operators Based on Lyapunov and Stein Equations
• Conservation of the number of eigenvalues of finite dimensional and compact operators inside and outside circle
• Inertia theorems for operator Lyapunov inequalities
• The positive real lemma and construction of all realizations of generalized positive rational functions
• An estimate for the number of eigenvalues of a Hilbert-Schmidt operator in a half-plane
• Inertia theorems for pairs of matrices. II.
• On the Lyapunov and Stein equations. II.
• Convex invertible cones and positive real analytic functions

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