A numerical algorithm for Lyapunov equations

DOI10.1016/j.amc.2007.12.057zbMath1154.65027OpenAlexW2069511885MaRDI QIDQ941473

Chuanqing Gu, Zhao Lu Tian

Publication date: 1 September 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.12.057

zbMATH Keywords

algorithmcomparison of methodsspectral radiusKronecker productsLyapunov matrix equationsHessenberg decompositionmatrix iterative method

Mathematics Subject Classification ID

Related Items (11)

New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\) ⋮ A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ The Minkowski-Lyapunov equation for linear dynamics: theoretical foundations ⋮ On two classes of mixed-type Lyapunov equations ⋮ Dissipativity of θ-methods for a class of nonlinear neutral delay integro-differential equations ⋮ An accelerated Jacobi-gradient based iterative algorithm for solving sylvester matrix equations ⋮ Parametric Smith iterative algorithms for discrete Lyapunov matrix equations ⋮ LSQR iterative common symmetric solutions to matrix equations \(AXB = E\) and \(CXD = F\) ⋮ Gradient based iterative solutions for general linear matrix equations ⋮ A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations

Cites Work

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