An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations (Q4638047)
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scientific article; zbMATH DE number 6866289
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| English | An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations |
scientific article; zbMATH DE number 6866289 |
Statements
An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations (English)
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3 May 2018
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iterative algorithms
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discrete Lyapunov matrix equations
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Smith iteration
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convergence rate
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0.9141077
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0.9094167
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0.8998449
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0.89915156
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0.8991486
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