Solution of Lyapunov equations by alternating direction implicit iteration (Q758122)
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scientific article; zbMATH DE number 4195046
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| English | Solution of Lyapunov equations by alternating direction implicit iteration |
scientific article; zbMATH DE number 4195046 |
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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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