On the existence of positive diagonal P such that PA + A^{T}P < 0
Hassan K. Khalil · IEEE Transactions on Automatic Control · 1982
Given a real square matrixAwe address the question: Does there exist a positive diagonal matrixPsuch thatPA + A^{T}Pis negative definite? We present an algorithm which when applied toAgives a definite yes or no answer to this question. If the answer is yes, the algorithm will provide one suchP.