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Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case. (English) Zbl 0977.93034
Summary: We present two new bounds for the eigenvalues of the solutions to a class of continuous- and discrete-time Lyapunov equations. These bounds hold for Lyapunov equations with symmetric coefficient matrices and right-hand side matrices of low rank. They reflect the fast decay of the non-increasingly ordered eigenvalues of the solution matrix.

MSC:
93B60 Eigenvalue problems
15A24 Matrix equations and identities
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