A numerical algorithm for Lyapunov equations (Q941473)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5318693
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A numerical algorithm for Lyapunov equations |
scientific article; zbMATH DE number 5318693 |
Statements
A numerical algorithm for Lyapunov equations (English)
0 references
1 September 2008
0 references
The authors consider numerical methods for both discrete and continuous Lyapunov matrix equations. Their approach is based in a sequence of equations using Kronecker products. An algorithm for the discrete case is introduced and a second improved algorithm using Hessenberg decomposition is also presented. A comparison of the computation costs of the both algorithms is done. Finally these methods are extended to the continuous case.
0 references
matrix iterative method
0 references
Kronecker products
0 references
spectral radius
0 references
comparison of methods
0 references
Lyapunov matrix equations
0 references
algorithm
0 references
Hessenberg decomposition
0 references
0 references
0 references
0.8043971657752991
0 references
0.7858928442001343
0 references
