Iterative solution of the Lyapunov matrix equation (Q1094820)
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scientific article; zbMATH DE number 4026673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative solution of the Lyapunov matrix equation |
scientific article; zbMATH DE number 4026673 |
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Iterative solution of the Lyapunov matrix equation (English)
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1988
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Iterative solution of the Lyapunov matrix equation \(AX+XB=C\) using ADI theory described by \textit{N. S. Ellner} and the author [New ADI model problem application, Proc. FJCC, Dallas, Texas, 528-534 (1968)] is reviewed here. A procedure for implementing this technique when A and B are sparse is introduced in this paper.
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alternating-direction-implicit iteration
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Iterative solution
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Lyapunov matrix equation
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