Engwerda, Jacob; Weeren, A.J.T.M. - Tilburg University, School of Economics and Management - 1994
In this paper we consider the location of the eigenvalues of the composite matrix ( -A S1 S2 ) ( Q1 At 0 ) ( Q2 0 At ) , where the matrices Si and Qi are assumed to be semi-positive definite. Two interesting observations, which are not or only partially mentioned in literature before, challenge...