fInvproj

Under the hypothesis that A_\perp^TPA_\perp\prec0 and B_\perp^TPB_\perp\prec0, where A_\perp and B_\perp denote arbitrary matrices whose columns form a basis of \mathrm{ker}(A) and \mathrm{ker}(B) respectively, the function fInvproj(A,B,P) returns the (unstructured) matrix X for which the following matrix inequality is satisifed:

    \[A^TXB+B^TX^TA+P\prec0.\]

Previous page