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Questions about the properties of vector spaces and linear transformations, including linear systems in general.

5 votes
1 answer
522 views

If the spectral radius of matrix $A$ is less than $1$, how to construct a positive definite ...

It is relatively easy to prove that if there exists a positive definite matrix $Q$ such that $Q - A^{H}QA$ is positive definite, where $A^{H}$ means the conjugate transpose of $A$, then the spectral r …