Geodesic
New estimates for the solution of the Lyapunov matrix differential equation
The electronic journal of linear algebra, Tome 20 (2010), pp. 6-19.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: In this paper, by using majorization inequalities, upper bounds on summations of eigenvalues (including the trace) of the solution for the Lyapunov matrix differential equation are obtained. In the limiting cases, the results reduce to bounds of the algebraic Lyapunov matrix equation. The effectiveness of the results are illustrated by numerical examples.
Classification : 93D05, 15A24
Keywords: Lyapunov matrix differential equation, eigenvalue bounds, majorization inequality 
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     author = {Zhang, Juan and Liu, Jianzhou},
     title = {New estimates for the solution of the {Lyapunov} matrix differential equation},
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     url = {http://geodesic.mathdoc.fr/item/ELA_2010__20__a52/}
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Zhang, Juan; Liu, Jianzhou. New estimates for the solution of the Lyapunov matrix differential equation. The electronic journal of linear algebra, Tome 20 (2010), pp. 6-19. http://geodesic.mathdoc.fr/item/ELA_2010__20__a52/