Solution of Lyapunov equations by alternating direction implicit iteration (Q758122)

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Solution of Lyapunov equations by alternating direction implicit iteration
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    Solution of Lyapunov equations by alternating direction implicit iteration (English)
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    1991
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    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.
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    alternating direction implicit iteration
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    reduction to tridiagonal form
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    ADI iteration
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    Lyapunov matrix equation
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    Numerical results
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