Solving stable generalized Lyapunov equations with the matrix sign function (Q1293734): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q207568 |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / reviewed by | |||
| Property / reviewed by: Sanjo Zlobec / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: LAPACK / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/a:1019191431273 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1630940536 / rank | |||
Normal rank | |||
Latest revision as of 08:26, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving stable generalized Lyapunov equations with the matrix sign function |
scientific article |
Statements
Solving stable generalized Lyapunov equations with the matrix sign function (English)
0 references
29 June 1999
0 references
Using the sign function method, the Lyapunov equation \(Q+ A^TXE+ E^TXA= O\), \(X= X^T\) is being studied. The eigenvalues of the pencil \(A-\lambda E\) are assumed to be contained in the open left-half plane. Several results from earlier studies with \(E= I\) are extended to the general case. A new stopping criterion is introduced which saves computational cost/work space compared to the existing criteria for sign function iterations.
0 references
Lyapunov matrix equation
0 references
matrix sign function
0 references
Newton iteration
0 references
Riccati matrix equation
0 references
