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A negative-real-part shift of a Hurwitz matrix is invertible
Statement
If is Hurwitz and has , then is invertible over .
Facts & Assumptions
Given: A Hurwitz matrix and a scalar with negative real part.
Hurwitz matrices and the continuous Lyapunov equation: Every eigenvalue of a Hurwitz matrix has negative real part.
For an matrix , : For a square matrix, its rank plus the dimension of its kernel is the dimension of its domain.
Proof
If were singular, its kernel would be nonzero: by [F2], a zero kernel would give full rank, hence a surjective and therefore invertible endomorphism of the finite-dimensional space. Choose nonzero in this kernel. Then , so and would be an eigenvalue of .
Since , this contradicts [F1], which requires every eigenvalue of to have negative real part. Therefore is invertible.
Depends on
Used by
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Sources
- Valeria Simoncini, Computational Methods for Linear Matrix Equations, SIAM Review 58(3), 2016 (standard reference, not scraped)
- Elias Jarlebring, Numerical Methods for Lyapunov Equations, lecture notes in numerical linear algebra, 2017 (standard reference, not scraped)