Lyapunov, Lanczos, and Inertia

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dc.contributor.authorAntoulas, A.C.
dc.contributor.authorSorensen, D.C.
dc.date.accessioned2018-06-18T17:48:13Z
dc.date.available2018-06-18T17:48:13Z
dc.date.issued2000-05
dc.date.noteMay 2000
dc.description.abstractWe present a new proof of the inertia result associated with Lyapunov equations. Furthermore we present a connection between the Lyapunov equation and the Lanczos process which is closely related to the Schwarz form of a matrix. We provide a method for reducing a general matrix to Schwarz form in a finite number of steps (O(n3)). Hence, we provide a finite method for computing inertia without computing eigenvalues. This scheme is unstable numerically and hence is primarily of theoretical interest.
dc.format.extent12 pp
dc.identifier.citationAntoulas, A.C. and Sorensen, D.C.. "Lyapunov, Lanczos, and Inertia." (2000) <a href="https://hdl.handle.net/1911/101942">https://hdl.handle.net/1911/101942</a>.
dc.identifier.digitalTR00-13
dc.identifier.urihttps://hdl.handle.net/1911/101942
dc.language.isoeng
dc.titleLyapunov, Lanczos, and Inertia
dc.typeTechnical report
dc.type.dcmiText
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