Solution of Lyapunov equations by alternating direction implicit iteration (Q758122)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Solution of Lyapunov equations by alternating direction implicit iteration |
scientific article; zbMATH DE number 4195046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of Lyapunov equations by alternating direction implicit iteration |
scientific article; zbMATH DE number 4195046 |
Statements
Solution of Lyapunov equations by alternating direction implicit iteration (English)
0 references
1991
0 references
Using a combination of reduction to tridiagonal form and ADI iteration a new method for solving the Lyapunov matrix equation is derived. Numerical results are given.
0 references
alternating direction implicit iteration
0 references
reduction to tridiagonal form
0 references
ADI iteration
0 references
Lyapunov matrix equation
0 references
Numerical results
0 references
