Some spectral properties of the matrix \(A^{-1}B\). (English) Zbl 0574.15008
Some spectral properties of the matrix \(A^{-1}B\) which hold under various assumptions on the square matrices A and B, are presented. The properties are particularly useful for stability studies or in establishing the convergence of some estimation algorithms.
MSC:
| 15A42 | Inequalities involving eigenvalues and eigenvectors |
| 15A18 | Eigenvalues, singular values, and eigenvectors |
| 65F10 | Iterative numerical methods for linear systems |
| 93D05 | Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory |
| 34D20 | Stability of solutions to ordinary differential equations |
