4.5 Article

Common solution to the Lyapunov equation for 2 x 2 complex matrices

Journal

LINEAR ALGEBRA AND ITS APPLICATIONS
Volume 420, Issue 2-3, Pages 609-624

Publisher

ELSEVIER SCIENCE INC
DOI: 10.1016/j.laa.2006.08.028

Keywords

Lyapunov equation; Lyapunov functions; stability; convex cones; convex invertible cones

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In this work we solve the problem of a common Solution to the Lyapunov equation for 2 x 2 complex matrices. We show that necessary and sufficient conditions for the existence of a common solution to the Lyapunov equation for 2 x 2 complex matrices A and B is that matrices (A + i alpha I)(B + i beta I) and (A + i alpha I)(-1) (B + i beta I) have no negative real eigenvalues for all alpha, beta is an element of R. We show how these results relate to a special class of 4 x 4 real matrices. (c) 2006 Elsevier Inc. All rights reserved.

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