August 1, 1987

A matrix inequality associated with bounds on solutions of algebraic Riccati and Lyapunov equations

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Abstract

A new proof is presented for the inequality, tr (XY) X ₂ tr Y. This argument is valid under the condition that Y be real symmetric nonnegative definite; X may be any square matrix.

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Saniuk et al. (Sat,) studied this question.

synapsesocial.com/papers/6a1c6bac94dbf6307b2fc04a https://doi.org/https://doi.org/10.1109/tac.1987.1104700