Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
作者： Thilo Penzl
DOI: 10.1016/S0167-6911(00)00010-4
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摘要: Abstract We present two new bounds for the eigenvalues of solutions to a class continuous- and discrete-time Lyapunov equations. These hold equations with symmetric coefficient matrices right-hand side low rank. They reflect fast decay nonincreasingly ordered solution matrix.
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