Bounds on eigenvalues of matrix products with an application to the algebraic Riccati equation
- 1 March 1990
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 35 (3) , 348-350
- https://doi.org/10.1109/9.50355
Abstract
Lower and upper summation bounds for the eigenvalues of the product XY are presented, under various restrictions on matrices X, Y in R/sup n*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.Keywords
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