Bounds on eigenvalues of matrix products with an application to thealgebraic Riccati equation |
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Authors: | Komaroff N. |
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Affiliation: | Dept. of Electr. Eng., California Univ., Los Angeles, CA; |
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Abstract: | Lower and upper summation bounds for the eigenvalues of the product XY are presented, under various restrictions on matrices X, Y∈Rn×n. An application to the algebraic Riccati equation yields a trace lower bound. It is observed that these bounds are tighter than those in the literature |
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