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Inequalities for the trace of matrix product

机译:痕量基质产品的不等式

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摘要

To obtain estimates of solutions of Lyapunov and Riccati equations which frequently occur in the stability analysis and optimal control design in linear control theory, many researchers have attempted to determine upper and lower bounds for the product of two matrices in terms of the trace of one matrix and the eigenvalues of the other. Baksalary and Puntanen claimed ("An inequality for the trace of matrix product", ibid., vol. 37, no. 2, p. 239-40, 1992) that they had obtained a better estimate for the trace of the product of two matrices. The purpose of this note is to point out that their main result is incorrect and a counterexample is presented.
机译:为了获得线性控制理论中稳定性分析和最优控制设计中经常出现的Lyapunov和Riccati方程解的估计,许多研究人员试图根据一个矩阵的迹线确定两个矩阵乘积的上限和下限。和另一个的特征值。 Baksalary和Puntanen声称(“基质产品的痕量不等式”,同上,第37卷,第2期,第239-40页,1992年),他们对两种产品的痕量得到了更好的估计。矩阵。本说明的目的是指出它们的主要结果不正确,并提供了一个反例。

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