Lower Eigenvalue Bounds on Summation for the Solution of the Lyapunov Matrix Differential Equation |
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Authors: | Juan Zhang Jianzhou Liu Hao Huang |
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Affiliation: | 1. Department of Mathematics and Computational Science, Xiangtan University, Xiangtan, Hunan, China;2. College of Science, National University of Defense Technology, Changsha, Hunan, China |
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Abstract: | In this paper, we offer several lower bounds on eigenvalue summation for the solution of the Lyapunov matrix differential equation applying index matrix eigenvalue inequalities and Hölder inequality. Further, we give a numerical example to illustrate the effectiveness of the derived bounds. |
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Keywords: | Lyapunov matrix differential equation majorization inequality eigenvalue bounds |
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