Solution of Lyapunov equations by alternating direction implicit iteration (Q758122): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:26, 30 January 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)
0 references
1991
0 references
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.
0 references
alternating direction implicit iteration
0 references
reduction to tridiagonal form
0 references
ADI iteration
0 references
Lyapunov matrix equation
0 references
Numerical results
0 references
