Iterative solution of the Lyapunov matrix equation
type: Item
instance of: scholarly article
title: Iterative solution of the Lyapunov matrix equation
zbMATH Open document ID: 0631.65037
DOI: 10.1016/0893-9659(88)90183-8
author: Eugene L. Wachspress
published in: Applied Mathematics Letters
publication date: 1988-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65F30
Mathematics Subject Classification ID: 65F10
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 4026673
zbMATH Keywords: alternating-direction-implicit iteration
zbMATH Keywords: Iterative solution
zbMATH Keywords: Lyapunov matrix equation
MaRDI profile type: Publication
full work available at URL: 0893-9659(88)90183-8
OpenAlex ID: W2097660079
cites work: A Hessenberg-Schur method for the problem AX + XB= C
cites work: Comparison of four numerical algorithms for solving the Liapunov matrix equation†
cites work: Matrix Equation $XA + BX = C$
cites work: Q5543010
cites work: Q5639278
description: scientific article; zbMATH DE number 4026673