Lyapunov Equation

Available identifiers

WikidataQ1028945 ScholiaQ1028945MaRDI QIDQ6674141

matrix equation used in the stability analysis of linear dynamical systems

Description

Numerical solution of a Lyapunov equation 𝐀𝐗 + 𝐗𝐀ᵀ + 𝐁 = 𝐎 via Zhou and Sorensen 2-solve method, implemented as part of the Matrix Equation Sparse Solver (M.E.S.S.) project. Copyright 2009–2022 Jens Saak, Martin Koehler, Peter Benner and others.

---

Defining Formula: $AX+X{A}^H+Q=0$

$X$ symbol represents Unknown Matrix

---

---

Related URL

https://en.wikipedia.org/wiki/Lyapunov_equation
http://www.mpi-magdeburg.mpg.de/projects/mess

---