New Trace Bounds for the Product of Two Matrices and Their Applications in the Algebraic Riccati Equation

oleh: Jianzhou Liu, Juan Zhang

Format: Article
Diterbitkan: SpringerOpen 2009-01-01

Deskripsi

By using singular value decomposition and majorization inequalities, we propose new inequalities for the trace of the product of two arbitrary real square matrices. These bounds improve and extend the recent results. Further, we give their application in the algebraic Riccati equation. Finally, numerical examples have illustrated that our results are effective and superior.