Solution of Lyapunov equations by alternating direction implicit iteration (Q758122): Difference between revisions
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| Property / author | |||
| Property / author: Eugene L. Wachspress / rank | |||
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| Property / author: Eugene L. Wachspress / rank | |||
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| Property / describes a project that uses: Algorithm 432 / rank | |||
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| Property / cites work: Q5585768 / rank | |||
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| Property / cites work: Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4] / rank | |||
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| Property / cites work: Q4481327 / rank | |||
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| Property / cites work: Comparison of four numerical algorithms for solving the Liapunov matrix equation† / rank | |||
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| Property / cites work: Some Applications of the Lyapunov Matrix Equation / rank | |||
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| Property / cites work: The ELR Method for Computing the Eigenvalues of a General Matrix / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0898-1221(91)90124-m / rank | |||
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Latest revision as of 11:17, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of Lyapunov equations by alternating direction implicit iteration |
scientific article |
Statements
Solution of Lyapunov equations by alternating direction implicit iteration (English)
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1991
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Using a combination of reduction to tridiagonal form and ADI iteration a new method for solving the Lyapunov matrix equation is derived. Numerical results are given.
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alternating direction implicit iteration
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reduction to tridiagonal form
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ADI iteration
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Lyapunov matrix equation
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Numerical results
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