Numerical solution and perturbation theory for generalized Lyapunov equations (Q1611862)
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scientific article; zbMATH DE number 1790246
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| English | Numerical solution and perturbation theory for generalized Lyapunov equations |
scientific article; zbMATH DE number 1790246 |
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Numerical solution and perturbation theory for generalized Lyapunov equations (English)
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28 August 2002
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The numerical solution and a perturbation theory for the generalized continuous-time Lyapunov equation \(E^*XA+ A^*XE= -G\) with a singular matrix \(E\) are presented. This equation may not have solutions and even if a solution exists, it is, in general, not unique. Generalizations of the Bartels-Stewart and Hammarling methods are proposed to compute a partial solution of the generalized Lyapunov equation with a special right-hand side. The numerical properties of these methods are discussed. A spectral condition number is introduced and perturbation bounds for the generalized Lyapunov equation are derived. Numerical examples are given.
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Bertels-Stewart method
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numerical examples
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generalized continuous-time Lyapunov equation
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Hammarling methods
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spectral condition number
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perturbation bounds
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0.8618903756141663
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0.8595409393310547
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0.8592589497566223
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0.8582260012626648
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