Let P be the solution of the Lyapunov equation ATP+ PA= -Q, where A, P,Q € Rnxn Show that if P = PT > 0 and Q = QT > 0, then all eigenvalues of A have negative real parts. Hint: Recall that a symmetric matrix X E R"X" is positive definite, denoted by X > 0, if v* Xv > 0 for any nonzero v E C". Also think eigenvectors of A.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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5. Let P be the solution of the Lyapunov equation AT P+ PA = -Q, where A, P,Q e R"X". Show that if
P = PT > 0 and Q = QT > 0, then all eigenvalues of A have negative real parts. Hint: Recall that a
symmetric matrix X E R"Xn is positive definite, denoted by X > 0, if v* Xv > 0 for any nonzero v E C".
Also think eigenvectors of A.
Transcribed Image Text:5. Let P be the solution of the Lyapunov equation AT P+ PA = -Q, where A, P,Q e R"X". Show that if P = PT > 0 and Q = QT > 0, then all eigenvalues of A have negative real parts. Hint: Recall that a symmetric matrix X E R"Xn is positive definite, denoted by X > 0, if v* Xv > 0 for any nonzero v E C". Also think eigenvectors of A.
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