Answers are grounded in this paper and cite their sources.
We describe a new proof of the well-known Lyapunov's matrix inequality about the location of the eigenvalues of a matrix in some region of the complex plane. The proof makes use of standard facts from quadratic and semidefinite programming. Links are established between the Lyapunov matrix, rank-one linear matrix inequalities (LMI), and the Lagrange multiplier arising in duality theory.
No takes yet. Share an insight, caveat, or question.
Henrion et al. (2001) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: