Lyapunov, Lanczos, and inertia (Q5932207): Difference between revisions

The authors present a method for solving a Lyapunov equation, and hence computing the inertia of a matrix, directly using \(\mathcal{O}(n^{3})\) floating point operations, without computing eigenvalues. This method is based on a specialized Lanczos process which reduces a matrix to Schwarz form. Unfortunately this method is numerically unstable and is mainly of theoretical interest, as the authors point out. However it is interesting because it develops some stimulating ideas about the hard problem of computing the inertia of a matrix without computing eigenvalues.