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research article
On the eigenvalue decay of solutions to operator Lyapunov equations
This paper is concerned with the eigenvalue decay of the solution to operator Lyapunov equations with right-hand sides of finite rank. We show that the kth (generalized) eigenvalue decays exponentially in root k, provided that the involved operator A generates an exponentially stable analytic semigroup, and A is either self-adjoint or diagonalizable with its eigenvalues contained in a strip around the real axis. Numerical experiments with discretizations of 1D and 2D PDE control problems confirm this decay. (C) 2014 Elsevier B.V. All rights reserved.
Type
research article
Web of Science ID
WOS:000345108000006
Authors
Publication date
2014
Publisher
Published in
Volume
73
Start page
42
End page
47
Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
December 30, 2014
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