Numerical solution of the discrete-time, convergent, non-negative definite Lyapunov equation

DOI10.1016/0167-6911(91)90039-HzbMath0747.93061OpenAlexW2027461697MaRDI QIDQ1186858

Sven J. Hammarling

Publication date: 28 June 1992

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(91)90039-h

zbMATH Keywords

algorithmnumerical solutiondiscrete-time non-negative definite Lyapunov equation

Mathematics Subject Classification ID

Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)

Related Items (11)

Systolic SVD and QR Decomposition by Householder Reflections ⋮ Computational Methods for Linear Matrix Equations ⋮ Factorized squared Smith method for large-scale Stein equations with high-rank terms ⋮ Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function ⋮ On the numerical solution of large-scale sparse discrete-time Riccati equations ⋮ Nearest stable system using successive convex approximations ⋮ On closed-loop dynamics of ADMM-based MPC ⋮ Parametric Smith iterative algorithms for discrete Lyapunov matrix equations ⋮ Krylov space methods on state-space control models ⋮ Parallel algorithms for model reduction of discrete-time systems ⋮ NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS

Uses Software

• NAG
• Algorithm 432
• SLICE

Cites Work

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• A note on Hammarling's algorithm for the discrete Lyapunov equation
• Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms
• Numerically reliable software for control: the SLICE library
• Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]

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