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5
votes
3answers
173 views

Largest negative eigenvalue

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 ...
6
votes
2answers
148 views

Left and right eigenspaces of the product of Gramians

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 ...
1
vote
1answer
115 views

energy norm for transport equation

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 ...