Bounds on eigenvalues of matrix products with an application to the algebraic Riccati equation

N. Komaroff · IEEE Transactions on Automatic Control · 1990

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.>

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