Algorithm 705; a FORTRAN-77 software package for solving the Sylvester matrix equation AXB T + CXD T = E

DOI10.1145/146847.146930zbMath0893.65027OpenAlexW2123783510WikidataQ113310562 ScholiaQ113310562MaRDI QIDQ4371800

Judith D. Gardiner, Matt Wette, James J. Amato, Cleve Moler, Alan J. Laub

Publication date: 9 February 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1992-18/

zbMATH Keywords

software packageSylvester matrix equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Packaged methods for numerical algorithms (65Y15)

Related Items (10)

Computational Methods for Linear Matrix Equations ⋮ On estimating the separation between \((A, B)\) and \((C, D)\) associated with the generalized Sylvester equation \(A X D - B X C = E\) ⋮ Randomization and the valuation of guaranteed minimum death benefits ⋮ On the numerical solution of large-scale sparse discrete-time Riccati equations ⋮ On barrier option pricing by Erlangization in a regime-switching model with jumps ⋮ Algorithm 705 ⋮ The ubiquitous Kronecker product ⋮ Ruin problems for epidemic insurance ⋮ NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS ⋮ Numerical solution and perturbation theory for generalized Lyapunov equations

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