Iterative solution of the Lyapunov matrix equation
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Iterative solution of the Lyapunov matrix equation \(AX+XB=C\) using ADI theory described by \textit{N. S. Ellner} and the author [New ADI model problem application, Proc. FJCC, Dallas, Texas, 528-534 (1968)] is reviewed here. A procedure for implementing this technique when A and B are sparse is introduced in this paper.
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