On the Lyapunov and Stein Equations, II Original Research Article

Let image and let image be Hermitian matrices. Some already known results, including the general inertia theorem, give partial answers to the following problem: find a complete set of relations between the similarity class of L and the congruence classes of H and K, when the Lyapunov equation LH+HL*=K is satisfied. In this paper, we solve this problem when L is nonderogatory, H is nonsingular and K has at least one eigenvalue with positive real part and one eigenvalue with negative real part. Our result generalizes a previous paper by L. M. DeAlba. The corresponding problem with the Stein equation follows easily using a Cayley transform.