Is there an efficient way to find the largest negative eigenvalue of a matrix? The matrix in question is a Markov matrix. Computing the full spectrum of the matrix by decomposing it is not an ...
I solve the Lyapunov equations : $$ A W_C E^T + E W_C A^T + B B^T = 0 $$ $$ A^T W_O E^T + E W_O A + C^T C = 0 $$ to obtain $ W_C $ and $W_O$. My aim is to get the left and right eigenspaces of $W_C ...
I asked this question before but did not have any luck with an answer. It might be a student level question but I need to understand that with possibly some help. I am considering the hyperbolic ...