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Results tagged with numerical-linear-algebra
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user 62673
{numerical-linear-algebra} questions involving algorithms for linear algebra computations.
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An inequality concerning the solution of a Lyapunov equation
Let $A$ be an Hurwitz stable matrix (i.e. the real part of the eigenvalues of $A$ lie in the left-half plane) and $Q$ be a positive semidefinite matrix ($Q\ge 0$, for short). Let $P>0$ be the solution …
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