Previous |  Up |  Next

Article

Title: Bounds of the matrix eigenvalues and its exponential by Lyapunov equation (English)
Author: Hu, Guang-Da
Author: Mitsui, Taketomo
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 48
Issue: 5
Year: 2012
Pages: 865-878
Summary lang: English
.
Category: math
.
Summary: We are concerned with bounds of the matrix eigenvalues and its exponential. Combining the Lyapunov equation with the weighted logarithmic matrix norm technique, four sequences are presented to locate eigenvalues of a matrix. Based on the relations between the real parts of the eigenvalues and the weighted logarithmic matrix norms, we derive both lower and upper bounds of the matrix exponential, which complement and improve the existing results in the literature. Some numerical examples are also given. (English)
Keyword: Lyapunov equation
Keyword: weighted logarithmic matrix norm
Keyword: location of eigenvalues
Keyword: bounds of the matrix exponential
MSC: 15A18
MSC: 15A60
MSC: 34D20
idMR: MR3086856
.
Date available: 2012-12-17T13:27:50Z
Last updated: 2013-09-24
Stable URL: http://hdl.handle.net/10338.dmlcz/143086
.
Reference: [1] Bernstein, D. S.: Matrix Mathematics..Princeton University Press, Princeton and Oxford 2005. Zbl 1183.15001, MR 2123424
Reference: [2] Dekker, K., Verwer, J. G.: Stability of Runge-Kutta Methods for Stiff Nonlinear Differential Equations..North-Holland, Amsterdam 1984. Zbl 0571.65057, MR 0774402
Reference: [3] Desoer, C. A., Vidyasagar, M.: Feedback Systems: Input-output Properties..Academic Press, New York 1975. Zbl 1153.93015, MR 0490289
Reference: [4] Golub, G. H., Loan, C. F. Van: Matrix Computations. Third edition..Johns Hopkins University Press, Baltimore 1996. MR 1417720
Reference: [5] Horn, R. A., Johnson, C. R.: Matrix Analysis..Cambridge University Press, Cambridge 1985. Zbl 0801.15001, MR 0832183
Reference: [6] Horn, R. A., Johnson, C. R.: Topics in Matrix Analysis..Cambridge University Press, Cambridge 1991. Zbl 0801.15001, MR 1091716
Reference: [7] Hu, G. Da, Hu, G. Di: A relation between the weighted logarithmic norm of matrix and Lyapunov equation..BIT 40 (2000), 506-510. MR 1780410
Reference: [8] Hu, G. Da, Liu, M. Z.: The weighted logarithmic matrix norm and bounds of the matrix exponential..Linear Algebra Appl. 390 (2004), 145-154. Zbl 1060.15024, MR 2083412
Reference: [9] Hu, G. Da, Liu, M. Z.: Properties of the weighted logarithmic matrix norms..IMA. J. Math. Control Inform. 25 (2008), 75-84. Zbl 1144.15018, MR 2410261
Reference: [10] Hu, G. Da, Zhu, Q.: Bounds of modulus of eigenvalues based on Stein equation..Kybernetika 46 (2010), 655-664. Zbl 1205.15031, MR 2722093
Reference: [11] Kågström, B.: Bounds and perturbation bounds for the matrix exponential..BIT 17 (1977), 39-57. Zbl 0356.65034, MR 0440896, 10.1007/BF01932398
Reference: [12] Lancaster, P., Tismenetsky, M.: The Theory of Matrices with Applications..Academic Press Inc. Orlando 1985. MR 0792300
Reference: [13] Pao, C. V.: Logarithmic derivatives of a square matrix..Linear Algebra Appl. 7 (1973), 159-164. Zbl 0257.15016, MR 0320037, 10.1016/0024-3795(73)90015-3
Reference: [14] Rugh, W. J.: Linear System Theory..Prentice Hall, Upper Saddle River, New Jersey 1996. Zbl 0892.93002, MR 1211190
Reference: [15] Ström, T.: On logarithmic norms..SIAM J. Numer. Anal. 12 (1975), 741-753. Zbl 0321.15012, MR 0408227, 10.1137/0712055
.

Files

Files Size Format View
Kybernetika_48-2012-5_3.pdf 298.8Kb application/pdf View/Open
Back to standard record
Partner of
EuDML logo