Elementwise Positivity of the Solution to Lyapunov Equation for Hurwitz Companion Matrices

RESUMO

We prove, with the aid of AI, that for every real symmetric forcing matrix $Q\succeq0$, the unique solution of a continuous-time Lyapunov equation is entrywise nonnegative whenever the state matrix is a real Hurwitz companion matrix. This proves an earlier conjecture. The proof makes no assumption on the spectrum of the state matrix, and is made possible by means of using Horner polynomial matrices. We also show that discrete-time counterpart of the conjecture is false: Counterexamples can be readily constructed to show that Schur companion matrices, including one generated by a polynomial with all positive coefficients, yield solutions with negative off-diagonal entries even with identity forcing.