Complementarity properties of the Lyapunov transformation over symmetric cones

Citation
Li, Yuan Min et al., Complementarity properties of the Lyapunov transformation over symmetric cones, Acta mathematica Sinica. English series (Print) , 28(7), 2012, pp. 1431-1442
ISSN journal
14398516
Volume
28
Issue
7
Year of publication
2012
Pages
1431 - 1442
Database
ACNP
SICI code
Abstract
The well-known Lyapunov.s theorem in matrix theory/continuous dynamical systems asserts that a square matrix A is positive stable if and only if there exists a positive definite matrix X such that AX+XA* is positive definite. In this paper, we extend this theorem to the setting of any Euclidean Jordan algebra V. Given any element a . V, we consider the corresponding Lyapunov transformation L a and show that the P and S-properties are both equivalent to a being positive. Then we characterize the R0-property for L a and show that L a has the R0-property if and only if a is invertible. Finally, we provide L a with some characterizations of the E0-property and the nondegeneracy property.