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Lower Eigenvalue Bounds on Summation for the Solution of the Lyapunov Matrix Differential Equation
Authors:Juan Zhang  Jianzhou Liu  Hao Huang
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
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.
Keywords:Lyapunov matrix differential equation  majorization inequality  eigenvalue  bounds
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