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 On the Lyapunov and Stein Equations, II
Please use this identifier to cite or link to this item http://hdl.handle.net/10773/8432

title: On the Lyapunov and Stein Equations, II
authors: Silva, F.C.
Simões, R.
keywords: Inertia of matrices
Lyapunov equation
Stein equation
issue date: 2007
publisher: Elsevier
abstract: Let L ∈ Cn × n and let H, K ∈ Cn × n be Hermitian matrices. Some already known results, including the general inertia theorem, give partial answers to the following problem: find a complete set of relations between the similarity class of L and the congruence classes of H and K, when the Lyapunov equation LH + HL* = K is satisfied. In this paper, we solve this problem when L is nonderogatory, H is nonsingular and K has at least one eigenvalue with positive real part and one eigenvalue with negative real part. Our result generalizes a previous paper by L. M. DeAlba. The corresponding problem with the Stein equation follows easily using a Cayley transform. © 2007 Elsevier Inc. All rights reserved.
URI: http://hdl.handle.net/10773/8432
ISSN: 0024-3795
publisher version/DOI: http://dx.doi.org/10.1016/j.laa.2007.05.001
source: Linear Algebra and Its Applications
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