A numerical algorithm for Lyapunov equations (Q941473)
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scientific article; zbMATH DE number 5318693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical algorithm for Lyapunov equations |
scientific article; zbMATH DE number 5318693 |
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A numerical algorithm for Lyapunov equations (English)
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1 September 2008
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The authors consider numerical methods for both discrete and continuous Lyapunov matrix equations. Their approach is based in a sequence of equations using Kronecker products. An algorithm for the discrete case is introduced and a second improved algorithm using Hessenberg decomposition is also presented. A comparison of the computation costs of the both algorithms is done. Finally these methods are extended to the continuous case.
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matrix iterative method
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Kronecker products
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spectral radius
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comparison of methods
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Lyapunov matrix equations
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algorithm
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Hessenberg decomposition
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