It is often observed that the linear, constant coefficient, ODE system,
,
is asymptotically stable iff every eigenvalue of A has a negative real part. I've also just learned that the above system is asymptotically stable iff there exists a symmetric positive definite matrix P and a symmetric negative definite matrix Q which satisfy the Lyapunov equation
.
At least, I think I've got that right.
How do these truths relate? Can the eigenvalues of A be shown to have negative real parts by the properties of P and Q in the Lyapunov equation?