Consider the following homogeneous inequality
$$ A^{T}*P+PA\lt0, P > 0$$
where $A$ is a square given matrix. Since the inequality above is homogeneous, it can be rewriten as
$$A^{T}*P+PA<-I, P \geq I$$
Why is this possible?
Thanks
Consider the following homogeneous inequality
$$ A^{T}*P+PA\lt0, P > 0$$
where $A$ is a square given matrix. Since the inequality above is homogeneous, it can be rewriten as
$$A^{T}*P+PA<-I, P \geq I$$
Why is this possible?
Thanks
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