The iterative solution of the matrix equation \(XA+BX+C=0\) (Q1114306): Difference between revisions
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Revision as of 00:47, 20 March 2024
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English | The iterative solution of the matrix equation \(XA+BX+C=0\) |
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The iterative solution of the matrix equation \(XA+BX+C=0\) (English)
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1988
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The paper deals with the linear matrix equation \(XA+BX+C=0\) in the unknown matrix X. The aim is to present a unified theory for the iterative solution of this equation. Two well known iterative algorithms, converging when A and B are stable, are realized as special cases of the proposed unified method. The convergence of the unified algorithm does not depend on the stability of A and B, but occurs whenever the matrix equation has a unique solution. Finally, a theoretical algorithm based on a matrix polynomial is presented; it requires the construction of characteristic or interpolating polynomials.
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Lyapunov equation
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linear matrix equation
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iterative algorithms
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convergence
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stability
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matrix polynomial
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